+197.6%
JCI vs XOP
+40.2%
+157.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.2% | +1.7% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | -6.9% | -7.3% | +0.3% | -5.1% |
| 3M | -6.3% | +1.4% | -7.7% | -7.0% |
| 6M | +2.6% | +7.8% | -5.2% | -0.4% |
| YTD | +21.8% | +44.5% | -22.7% | +4.0% |
| 1Y | +19.6% | +37.0% | -17.4% | +4.1% |
| All | +197.6% | +40.2% | +157.4% | +150.3% |
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