+3,759.0%
FIX vs XOP
+49.8%
+3,709.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +4.1% |
| 7D | +6.4% | +0.5% | +6.0% | +6.4% |
| 30D | -29.1% | -7.3% | -21.8% | -27.0% |
| 3M | -31.1% | +1.4% | -32.5% | -31.5% |
| 6M | -42.8% | +7.8% | -50.6% | -44.8% |
| YTD | +24.6% | +44.5% | -19.9% | +6.0% |
| 1Y | +21.9% | +37.0% | -15.1% | +5.7% |
| 3Y | +524.9% | +40.8% | +484.1% | +432.4% |
| 5Y | +1,092.2% | +88.7% | +1,003.6% | +774.7% |
| 10Y | +3,759.0% | +49.9% | +3,709.2% | +2,390.5% |
| All | +3,759.0% | +49.8% | +3,709.3% | +2,390.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling