+292.0%
F vs XOP
+67.4%
+224.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +1.6% | -14.7% | +16.3% | +8.3% |
| 30D | +2.6% | -7.7% | +10.3% | +5.6% |
| 3M | -8.8% | +4.4% | -13.3% | -11.3% |
| 6M | +4.6% | +3.5% | +1.1% | +1.1% |
| YTD | -1.9% | +39.4% | -41.3% | -18.3% |
| 1Y | -0.8% | +39.8% | -40.6% | -17.7% |
| 3Y | +43.5% | +29.7% | +13.8% | +20.9% |
| 5Y | -12.1% | +78.6% | -90.6% | -37.8% |
| 10Y | +83.6% | +51.8% | +31.8% | +17.8% |
| All | +292.0% | +67.4% | +224.7% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling