+395.9%
FCX vs XOP
+49.8%
+346.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +1.4% |
| 7D | -0.8% | +0.5% | -1.2% | -1.0% |
| 30D | -15.1% | -7.3% | -7.8% | -11.6% |
| 3M | -9.6% | +1.4% | -11.0% | -11.4% |
| 6M | -3.1% | +7.8% | -10.8% | -9.9% |
| YTD | +23.4% | +44.5% | -21.1% | -7.7% |
| 1Y | +52.7% | +37.0% | +15.6% | +17.9% |
| 3Y | +91.4% | +40.8% | +50.6% | +43.7% |
| 5Y | +62.7% | +88.7% | -25.9% | -0.8% |
| 10Y | +395.9% | +49.9% | +346.0% | +204.3% |
| All | +395.9% | +49.8% | +346.1% | +204.3% |
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