+159.7%
GILD vs XOP
+58.6%
+101.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.8% | +2.6% | -7.4% | -5.1% |
| 30D | +5.8% | +9.6% | -3.8% | +4.8% |
| 3M | +14.9% | +20.4% | -5.4% | +12.7% |
| 6M | -0.4% | +19.9% | -20.3% | -2.5% |
| YTD | +18.5% | +56.4% | -37.9% | +12.6% |
| 1Y | +25.1% | +52.4% | -27.3% | +19.1% |
| 3Y | +105.9% | +39.9% | +66.0% | +96.1% |
| 5Y | +143.0% | +163.7% | -20.7% | +111.6% |
| All | +159.7% | +58.6% | +101.1% | +130.8% |
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