+122.9%
FIX vs XOP
+49.8%
+73.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +1.8% |
| 7D | +6.0% | +2.6% | +3.5% | +6.4% |
| 30D | -7.2% | +15.4% | -22.7% | -5.3% |
| 3M | -15.9% | +12.1% | -27.9% | -13.9% |
| 6M | +12.7% | +19.7% | -6.9% | +13.6% |
| YTD | +72.8% | +52.4% | +20.4% | +69.7% |
| 1Y | +122.9% | +47.6% | +75.3% | +121.4% |
| All | +122.9% | +49.8% | +73.1% | +121.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling