+69.0%
F vs XOP
+49.8%
+19.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.9% | -1.3% |
| 7D | -2.1% | +0.5% | -2.6% | -2.4% |
| 30D | +3.3% | -7.3% | +10.6% | +5.8% |
| 3M | -11.3% | +1.4% | -12.7% | -12.5% |
| 6M | +5.3% | +7.8% | -2.4% | +0.6% |
| YTD | -2.2% | +44.5% | -46.7% | -18.7% |
| 1Y | -3.5% | +37.0% | -40.6% | -18.1% |
| 3Y | +49.5% | +40.8% | +8.7% | +23.4% |
| 5Y | -13.5% | +88.7% | -102.2% | -38.4% |
| 10Y | +69.0% | +49.9% | +19.2% | +3.8% |
| All | +69.0% | +49.8% | +19.2% | +3.8% |
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