+111.9%
INTC vs XOP
+53.9%
+58.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +6.0% | +6.3% | -0.3% | +4.1% |
| 30D | -39.2% | -6.6% | -32.6% | -38.1% |
| 3M | -42.9% | +3.6% | -46.5% | -43.8% |
| 6M | -50.4% | +10.8% | -61.2% | -52.5% |
| YTD | +61.7% | +48.3% | +13.4% | +39.5% |
| 1Y | +66.1% | +42.9% | +23.2% | +45.0% |
| 3Y | +58.1% | +43.3% | +14.8% | +37.5% |
| 5Y | +27.9% | +94.0% | -66.1% | -0.3% |
| All | +111.9% | +53.9% | +58.1% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling