+15,470.8%
FIX vs XOP
+82.9%
+15,387.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.3% |
| 7D | +6.0% | +2.6% | +3.5% | +4.9% |
| 30D | -7.2% | +15.4% | -22.7% | -12.7% |
| 3M | -15.9% | +12.1% | -27.9% | -20.3% |
| 6M | +12.7% | +19.7% | -6.9% | +2.5% |
| YTD | +72.8% | +52.4% | +20.4% | +41.4% |
| 1Y | +122.9% | +47.6% | +75.3% | +84.0% |
| 3Y | +774.3% | +34.4% | +740.0% | +644.6% |
| 5Y | +2,049.5% | +154.4% | +1,895.1% | +1,232.5% |
| 10Y | +5,821.5% | +54.7% | +5,766.8% | +3,758.6% |
| All | +15,470.8% | +82.9% | +15,387.9% | +7,036.1% |
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 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