+10,593.6%
FIX vs XOP
+69.0%
+10,524.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.0% |
| 7D | -13.9% | -8.4% | -5.6% | -10.4% |
| 30D | -35.5% | -8.4% | -27.2% | -33.1% |
| 3M | -33.9% | +0.2% | -34.1% | -34.0% |
| 6M | -43.3% | +7.2% | -50.5% | -45.5% |
| YTD | +18.7% | +40.8% | -22.1% | +0.3% |
| 1Y | +13.8% | +36.3% | -22.5% | -2.7% |
| 3Y | +495.0% | +37.2% | +457.8% | +403.6% |
| 5Y | +1,049.0% | +86.6% | +962.4% | +713.6% |
| 10Y | +3,644.4% | +44.0% | +3,600.4% | +2,421.0% |
| All | +10,593.6% | +69.0% | +10,524.5% | +4,961.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling