+108.1%
JCI vs XOP
+90.1%
+18.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.2% | +1.8% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | -6.9% | -7.3% | +0.3% | -5.2% |
| 3M | -6.3% | +1.4% | -7.7% | -6.9% |
| 6M | +2.6% | +7.8% | -5.2% | -0.2% |
| YTD | +21.8% | +44.5% | -22.7% | +7.4% |
| 1Y | +19.6% | +37.0% | -17.4% | +7.0% |
| 3Y | +194.9% | +40.8% | +154.1% | +157.1% |
| 5Y | +108.1% | +88.7% | +19.5% | +72.0% |
| All | +108.1% | +90.1% | +18.1% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling