-41.3%
GLW vs XOP
+2.0%
-43.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -13.9% | -14.7% | +0.8% | -15.2% |
| 30D | -35.0% | -7.7% | -27.3% | -34.8% |
| 3M | -32.4% | +4.4% | -36.8% | -30.2% |
| 6M | -41.3% | +3.5% | -44.9% | -38.1% |
| All | -41.3% | +2.0% | -43.3% | -38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling