+16.1%
ICE vs XOP
+9.7%
+6.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.4% |
| 7D | +3.6% | +6.3% | -2.7% | +3.6% |
| 30D | +15.1% | -6.6% | +21.7% | +14.9% |
| 3M | +15.4% | +3.6% | +11.8% | +15.1% |
| 6M | +16.1% | +10.8% | +5.4% | +14.7% |
| All | +16.1% | +9.7% | +6.4% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling