-10.8%
DOW vs XOP
+87.6%
-98.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.6% |
| 7D | -2.4% | +2.6% | -5.0% | -3.7% |
| 30D | +0.4% | +15.4% | -15.1% | -7.0% |
| 3M | -14.4% | +12.1% | -26.5% | -19.4% |
| 6M | -7.0% | +19.7% | -26.7% | -15.0% |
| YTD | +30.2% | +52.4% | -22.2% | +4.9% |
| 1Y | +29.2% | +47.6% | -18.3% | +5.8% |
| 3Y | -36.7% | +34.4% | -71.1% | -46.2% |
| 5Y | -37.7% | +154.4% | -192.1% | -63.9% |
| All | -10.8% | +87.6% | -98.4% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XOP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling