+652.7%
GLW vs XOP
+67.4%
+585.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -13.9% | -14.7% | +0.8% | -8.5% |
| 30D | -35.0% | -7.7% | -27.3% | -33.1% |
| 3M | -32.4% | +4.4% | -36.8% | -33.8% |
| 6M | -41.3% | +3.5% | -44.9% | -42.8% |
| YTD | +21.8% | +39.4% | -17.6% | +4.1% |
| 1Y | +21.8% | +39.8% | -17.9% | +3.9% |
| 3Y | +307.7% | +29.7% | +278.0% | +251.0% |
| 5Y | +213.7% | +78.6% | +135.1% | +126.6% |
| 10Y | +509.3% | +51.8% | +457.4% | +298.6% |
| All | +652.7% | +67.4% | +585.4% | +297.5% |
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