+75.8%
GM vs XOP
+158.8%
-83.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | +2.6% | -5.1% | -3.3% |
| 30D | -1.1% | +9.6% | -10.7% | -4.3% |
| 3M | +6.1% | +20.4% | -14.2% | -1.1% |
| 6M | +15.0% | +19.9% | -4.9% | +5.5% |
| YTD | +6.0% | +56.4% | -50.4% | -13.5% |
| 1Y | +47.1% | +52.4% | -5.4% | +20.8% |
| 3Y | +170.5% | +39.9% | +130.6% | +126.1% |
| All | +75.8% | +158.8% | -83.1% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling