+240.8%
GE vs XOP
+69.0%
+171.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +5.4% | -8.4% | +13.7% | +8.9% |
| 30D | +9.6% | -8.4% | +18.0% | +12.8% |
| 3M | -7.7% | +0.2% | -7.9% | -8.6% |
| 6M | +14.0% | +7.2% | +6.8% | +8.5% |
| YTD | +10.2% | +40.8% | -30.7% | -7.9% |
| 1Y | +8.9% | +36.3% | -27.4% | -8.0% |
| 3Y | +273.7% | +37.2% | +236.5% | +208.6% |
| 5Y | +410.2% | +86.6% | +323.6% | +251.7% |
| 10Y | +157.4% | +44.0% | +113.4% | +70.2% |
| All | +240.8% | +69.0% | +171.7% | +87.2% |
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