+9,738.5%
FIX vs XOP
+67.4%
+9,671.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -17.5% | -14.7% | -2.7% | -11.5% |
| 30D | -41.6% | -7.7% | -33.9% | -39.6% |
| 3M | -40.6% | +4.4% | -45.0% | -41.7% |
| 6M | -49.4% | +3.5% | -52.9% | -50.6% |
| YTD | +9.2% | +39.4% | -30.2% | -7.3% |
| 1Y | +6.5% | +39.8% | -33.3% | -10.0% |
| 3Y | +448.7% | +29.7% | +419.1% | +375.3% |
| 5Y | +948.7% | +78.6% | +870.1% | +656.0% |
| 10Y | +3,659.7% | +51.8% | +3,607.9% | +2,370.5% |
| All | +9,738.5% | +67.4% | +9,671.1% | +4,575.9% |
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