+695.3%
GLW vs XOP
+69.0%
+626.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | -11.1% | -8.4% | -2.8% | -8.0% |
| 30D | -28.4% | -8.4% | -20.1% | -26.1% |
| 3M | -28.8% | +0.2% | -29.0% | -29.1% |
| 6M | -39.8% | +7.2% | -47.0% | -42.0% |
| YTD | +28.7% | +40.8% | -12.1% | +9.6% |
| 1Y | +27.7% | +36.3% | -8.6% | +10.0% |
| 3Y | +331.3% | +37.2% | +294.2% | +263.4% |
| 5Y | +233.4% | +86.6% | +146.8% | +136.8% |
| 10Y | +521.8% | +44.0% | +477.7% | +317.1% |
| All | +695.3% | +69.0% | +626.2% | +318.3% |
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