+6.5%
FIX vs XOP
+40.9%
-34.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | -17.5% | -14.7% | -2.7% | -18.7% |
| 30D | -41.6% | -7.7% | -33.9% | -41.5% |
| 3M | -40.6% | +4.4% | -45.0% | -39.0% |
| 6M | -49.4% | +3.5% | -52.9% | -47.7% |
| YTD | +9.2% | +39.4% | -30.2% | +11.6% |
| 1Y | +6.5% | +39.8% | -33.3% | +9.1% |
| All | +6.5% | +40.9% | -34.5% | +9.1% |
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 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