+104.5%
FTNT vs XOP
+49.8%
+54.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -5.8% | +2.6% | -8.4% | -6.0% |
| 30D | -4.8% | +15.4% | -20.2% | -5.8% |
| 3M | +4.4% | +12.1% | -7.6% | +3.6% |
| 6M | +88.8% | +19.7% | +69.1% | +84.8% |
| YTD | +96.8% | +52.4% | +44.4% | +92.3% |
| 1Y | +104.5% | +47.6% | +56.9% | +101.3% |
| All | +104.5% | +49.8% | +54.7% | +101.3% |
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