+802.5%
FLEX vs XOP
+67.4%
+735.1%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | -19.3% | -14.7% | -4.6% | -12.5% |
| 30D | -41.5% | -7.7% | -33.8% | -39.3% |
| 3M | -43.1% | +4.4% | -47.5% | -44.6% |
| 6M | -48.2% | +3.5% | -51.7% | -50.0% |
| YTD | +15.5% | +39.4% | -23.9% | -6.4% |
| 1Y | +10.2% | +39.8% | -29.6% | -11.0% |
| 3Y | +256.8% | +29.7% | +227.2% | +197.6% |
| 5Y | +408.2% | +78.6% | +329.6% | +240.1% |
| 10Y | +580.8% | +51.8% | +529.0% | +309.1% |
| All | +802.5% | +67.4% | +735.1% | +288.7% |
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