+60.3%
FCX vs XOP
+45.9%
+14.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | -0.2% |
| 7D | -6.0% | -10.5% | +4.5% | -8.4% |
| 30D | -13.6% | -4.3% | -9.2% | -14.3% |
| 3M | -6.8% | +4.7% | -11.5% | -5.1% |
| 6M | +13.2% | -0.1% | +13.2% | +14.3% |
| YTD | +24.4% | +43.8% | -19.4% | +18.9% |
| 1Y | +60.3% | +45.3% | +15.0% | +50.8% |
| All | +60.3% | +45.9% | +14.4% | +50.8% |
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