+72.2%
F vs XOP
+44.9%
+27.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -0.2% | -8.4% | +8.1% | +2.9% |
| 30D | +0.9% | -8.4% | +9.3% | +3.8% |
| 3M | -11.3% | +0.2% | -11.5% | -12.1% |
| 6M | +2.0% | +7.2% | -5.2% | -2.4% |
| YTD | -3.2% | +40.8% | -44.0% | -18.7% |
| 1Y | -3.5% | +36.3% | -39.7% | -17.9% |
| 3Y | +48.1% | +37.2% | +10.9% | +23.5% |
| 5Y | -13.5% | +86.6% | -100.1% | -38.1% |
| 10Y | +72.2% | +44.0% | +28.1% | +7.5% |
| All | +72.2% | +44.9% | +27.2% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling