+3,298.7%
GOOG vs XOP
+86.0%
+3,212.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -5.1% | +16.5% | -21.6% | -9.1% |
| 3M | -7.1% | +15.7% | -22.8% | -11.2% |
| 6M | +12.7% | +19.2% | -6.5% | +5.8% |
| YTD | +7.1% | +55.0% | -47.9% | -7.0% |
| 1Y | +43.6% | +54.2% | -10.6% | +24.5% |
| 3Y | +146.8% | +35.9% | +110.9% | +118.0% |
| 5Y | +133.7% | +162.4% | -28.7% | +63.9% |
| 10Y | +773.3% | +50.2% | +723.2% | +537.8% |
| All | +3,298.7% | +86.0% | +3,212.7% | +1,721.2% |
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