+85.8%
FCX vs XOP
+37.1%
+48.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | -2.4% | -8.4% | +6.0% | +0.9% |
| 30D | -18.0% | -8.4% | -9.6% | -15.5% |
| 3M | -14.3% | +0.2% | -14.4% | -15.3% |
| 6M | -1.7% | +7.2% | -8.9% | -6.8% |
| YTD | +19.8% | +40.8% | -21.0% | -9.3% |
| 1Y | +48.6% | +36.3% | +12.4% | +14.9% |
| 3Y | +85.8% | +37.2% | +48.6% | +36.9% |
| All | +85.8% | +37.1% | +48.7% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling