+111.9%
JCI vs XOP
+155.8%
-43.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +4.1% | +1.0% | +3.1% | +3.8% |
| 30D | -3.8% | +10.8% | -14.7% | -6.4% |
| 3M | -1.6% | +19.5% | -21.1% | -6.5% |
| 6M | +9.5% | +21.6% | -12.1% | +2.8% |
| YTD | +21.7% | +55.8% | -34.1% | +5.8% |
| 1Y | +37.1% | +54.6% | -17.5% | +19.0% |
| 3Y | +165.2% | +36.6% | +128.5% | +134.0% |
| All | +111.9% | +155.8% | -43.9% | +63.9% |
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