+421.2%
GLW vs XOP
+35.1%
+386.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.8% |
| 7D | +3.8% | +2.6% | +1.2% | +3.3% |
| 30D | -1.3% | +15.4% | -16.8% | -4.0% |
| 3M | -21.8% | +12.1% | -33.9% | -23.4% |
| 6M | +6.9% | +19.7% | -12.8% | +0.9% |
| YTD | +77.2% | +52.4% | +24.8% | +53.0% |
| 1Y | +123.2% | +47.6% | +75.7% | +94.5% |
| All | +421.2% | +35.1% | +386.2% | +338.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling