+142.1%
GOOG vs XOP
+36.1%
+106.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -2.5% | +1.6% | -4.1% | -2.7% |
| 30D | -3.6% | +9.6% | -13.2% | -4.6% |
| 3M | -6.4% | +16.9% | -23.4% | -8.1% |
| 6M | +7.8% | +24.0% | -16.3% | +3.5% |
| YTD | +5.5% | +56.2% | -50.7% | -4.5% |
| 1Y | +38.3% | +51.8% | -13.5% | +25.8% |
| All | +142.1% | +36.1% | +106.0% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling