-15.8%
F vs XOP
+76.5%
-92.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.6% | -14.7% | +16.3% | +7.2% |
| 30D | +2.6% | -7.7% | +10.3% | +5.1% |
| 3M | -8.8% | +4.4% | -13.3% | -11.1% |
| 6M | +4.6% | +3.5% | +1.1% | +1.4% |
| YTD | -1.9% | +39.4% | -41.3% | -18.6% |
| 1Y | -0.8% | +39.8% | -40.6% | -17.9% |
| 3Y | +43.5% | +29.7% | +13.8% | +20.3% |
| All | -15.8% | +76.5% | -92.3% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling