+3,800.0%
FIX vs XOP
+47.9%
+3,752.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.3% |
| 7D | -7.2% | -10.0% | +2.8% | -3.2% |
| 30D | -35.1% | -9.1% | -26.0% | -32.7% |
| 3M | -34.3% | +5.1% | -39.3% | -35.5% |
| 6M | -42.9% | +6.4% | -49.3% | -44.7% |
| YTD | +19.5% | +39.7% | -20.3% | +2.9% |
| 1Y | +16.8% | +37.2% | -20.5% | +1.1% |
| 3Y | +506.7% | +37.6% | +469.1% | +421.2% |
| 5Y | +1,046.7% | +76.5% | +970.2% | +762.1% |
| 10Y | +3,800.0% | +42.6% | +3,757.3% | +2,454.0% |
| All | +3,800.0% | +47.9% | +3,752.1% | +2,454.0% |
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 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