-17.2%
F vs XOP
+94.3%
-111.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -3.1% | +6.3% | -9.4% | -5.2% |
| 30D | 0.0% | -6.6% | +6.6% | +2.0% |
| 3M | -13.2% | +3.6% | -16.8% | -15.0% |
| 6M | -10.2% | +10.8% | -21.0% | -15.0% |
| YTD | -4.9% | +48.3% | -53.2% | -22.7% |
| 1Y | -6.1% | +42.9% | -49.0% | -22.5% |
| 3Y | +46.0% | +43.3% | +2.7% | +17.6% |
| All | -17.2% | +94.3% | -111.6% | -44.1% |
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