+373.5%
FCX vs XOP
+53.9%
+319.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.6% |
| 7D | -0.3% | +6.3% | -6.7% | -4.0% |
| 30D | -14.7% | -6.6% | -8.1% | -11.6% |
| 3M | -11.2% | +3.6% | -14.7% | -14.0% |
| 6M | -11.4% | +10.8% | -22.1% | -19.0% |
| YTD | +17.7% | +48.3% | -30.5% | -13.4% |
| 1Y | +47.5% | +42.9% | +4.6% | +10.9% |
| 3Y | +83.9% | +43.3% | +40.6% | +36.6% |
| 5Y | +54.0% | +94.0% | -40.0% | -7.7% |
| All | +373.5% | +53.9% | +319.7% | +188.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling