-1.6%
F vs XOP
+36.1%
-37.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.7% |
| 7D | -0.6% | -10.0% | +9.4% | -3.1% |
| 30D | +2.9% | -9.1% | +11.9% | +0.6% |
| 3M | -9.5% | +5.1% | -14.5% | -7.9% |
| 6M | +4.0% | +6.4% | -2.4% | +6.6% |
| YTD | -1.3% | +39.7% | -41.0% | -8.0% |
| All | -1.6% | +36.1% | -37.7% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling