-80.3%
FIG vs XOP
+54.7%
-135.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -6.0% |
| 7D | -16.4% | +0.6% | -17.0% | -16.5% |
| 30D | -2.3% | +16.5% | -18.9% | -5.5% |
| 3M | +7.8% | +15.7% | -7.9% | +3.5% |
| 6M | -21.8% | +19.2% | -41.0% | -25.4% |
| YTD | -39.1% | +55.0% | -94.1% | -44.8% |
| 1Y | -56.6% | +54.2% | -110.8% | -60.0% |
| All | -80.3% | +54.7% | -135.0% | -82.1% |
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