+138.9%
FCX vs XOP
+156.8%
-17.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.7% | +4.4% |
| 7D | +5.7% | +0.6% | +5.1% | +5.4% |
| 30D | +10.1% | +16.5% | -6.5% | +0.3% |
| 3M | +20.2% | +15.7% | +4.5% | +8.9% |
| 6M | +29.7% | +19.2% | +10.5% | +11.8% |
| YTD | +51.9% | +55.0% | -3.0% | +8.5% |
| 1Y | +66.0% | +54.2% | +11.8% | +17.7% |
| 3Y | +102.7% | +35.9% | +66.9% | +54.8% |
| 5Y | +138.9% | +162.4% | -23.6% | +11.0% |
| All | +138.9% | +156.8% | -17.9% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling