+348.8%
FCX vs XOP
+82.9%
+265.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.9% |
| 7D | -4.9% | +2.6% | -7.4% | -6.9% |
| 30D | +4.8% | +15.4% | -10.6% | -7.3% |
| 3M | +4.6% | +12.1% | -7.4% | -6.5% |
| 6M | +10.8% | +19.7% | -8.9% | -9.8% |
| YTD | +44.2% | +52.4% | -8.2% | -4.9% |
| 1Y | +59.6% | +47.6% | +12.0% | +6.8% |
| 3Y | +82.2% | +34.4% | +47.9% | +29.4% |
| 5Y | +115.6% | +154.4% | -38.8% | -16.6% |
| 10Y | +670.6% | +54.7% | +615.9% | +259.1% |
| All | +348.8% | +82.9% | +265.9% | +62.5% |
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