+238.7%
GM vs XOP
+31.4%
+207.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.9% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | -1.8% | +16.5% | -18.4% | -7.7% |
| 3M | +2.6% | +15.7% | -13.1% | -3.9% |
| 6M | +14.6% | +19.2% | -4.6% | +4.5% |
| YTD | +6.2% | +55.0% | -48.8% | -13.4% |
| 1Y | +48.7% | +54.2% | -5.5% | +20.8% |
| 3Y | +168.3% | +35.9% | +132.4% | +126.3% |
| 5Y | +82.8% | +162.4% | -79.6% | +13.4% |
| 10Y | +226.2% | +50.2% | +176.0% | +109.0% |
| All | +238.7% | +31.4% | +207.3% | +114.1% |
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 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