+360.7%
F vs XOP
+82.9%
+277.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +5.3% | +2.6% | +2.8% | +4.2% |
| 30D | +4.6% | +15.4% | -10.9% | -1.8% |
| 3M | -3.7% | +12.1% | -15.7% | -8.9% |
| 6M | +16.8% | +19.7% | -2.9% | +5.4% |
| YTD | +15.3% | +52.4% | -37.1% | -6.9% |
| 1Y | +31.0% | +47.6% | -16.5% | +6.7% |
| 3Y | +45.4% | +34.4% | +11.1% | +21.5% |
| 5Y | +54.7% | +154.4% | -99.7% | -5.9% |
| 10Y | +98.2% | +54.7% | +43.5% | +27.1% |
| All | +360.7% | +82.9% | +277.8% | +120.5% |
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