+151.2%
GE vs XOP
+52.4%
+98.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -4.1% |
| 7D | +5.1% | +5.2% | -0.1% | +3.1% |
| 30D | +7.6% | -8.4% | +15.9% | +10.6% |
| 3M | -9.3% | +2.9% | -12.2% | -11.2% |
| 6M | +11.5% | +8.8% | +2.7% | +5.6% |
| YTD | +7.9% | +46.9% | -39.0% | -11.6% |
| 1Y | +7.6% | +41.5% | -33.8% | -10.6% |
| 3Y | +265.9% | +43.1% | +222.7% | +195.7% |
| 5Y | +405.9% | +92.2% | +313.7% | +238.6% |
| All | +151.2% | +52.4% | +98.8% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling