+3,767.1%
ISRG vs XOP
+73.5%
+3,693.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.9% |
| 7D | -6.8% | +0.5% | -7.2% | -6.9% |
| 30D | +5.1% | -7.3% | +12.4% | +7.2% |
| 3M | +12.0% | +1.4% | +10.6% | +10.7% |
| 6M | +7.0% | +7.8% | -0.7% | +2.9% |
| YTD | -20.6% | +44.5% | -65.2% | -31.6% |
| 1Y | -21.4% | +37.0% | -58.5% | -31.2% |
| 3Y | +62.0% | +40.8% | +21.2% | +38.1% |
| 5Y | +28.1% | +88.7% | -60.5% | -4.4% |
| 10Y | +550.7% | +49.9% | +500.8% | +349.8% |
| All | +3,767.1% | +73.5% | +3,693.6% | +1,525.7% |
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 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