+234.6%
GE vs XOP
+78.0%
+156.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +2.7% | +6.3% | -3.7% | +0.2% |
| 30D | +8.1% | -6.6% | +14.7% | +10.4% |
| 3M | -7.9% | +3.6% | -11.4% | -10.0% |
| 6M | +12.9% | +10.8% | +2.1% | +6.1% |
| YTD | +8.2% | +48.3% | -40.1% | -11.4% |
| 1Y | +9.7% | +42.9% | -33.3% | -9.0% |
| 3Y | +266.1% | +43.3% | +222.8% | +197.2% |
| 5Y | +407.4% | +94.0% | +313.4% | +244.6% |
| 10Y | +150.3% | +53.7% | +96.6% | +61.2% |
| All | +234.6% | +78.0% | +156.7% | +80.1% |
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