+273.0%
FCX vs XOP
+69.0%
+203.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.9% |
| 7D | -2.4% | -8.4% | +6.0% | +4.5% |
| 30D | -18.0% | -8.4% | -9.6% | -12.7% |
| 3M | -14.3% | +0.2% | -14.4% | -15.8% |
| 6M | -1.7% | +7.2% | -8.9% | -10.8% |
| YTD | +19.8% | +40.8% | -21.0% | -16.9% |
| 1Y | +48.6% | +36.3% | +12.4% | +5.6% |
| 3Y | +85.8% | +37.2% | +48.6% | +28.1% |
| 5Y | +72.2% | +86.6% | -14.4% | -14.3% |
| 10Y | +386.3% | +44.0% | +342.3% | +136.0% |
| All | +273.0% | +69.0% | +203.9% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling