+409.3%
JCI vs XOP
+78.0%
+331.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | +3.2% | +6.3% | -3.2% | +1.1% |
| 30D | -8.6% | -6.6% | -2.0% | -6.6% |
| 3M | -7.7% | +3.6% | -11.3% | -9.1% |
| 6M | -2.6% | +10.8% | -13.3% | -6.7% |
| YTD | +17.4% | +48.3% | -30.9% | +1.1% |
| 1Y | +16.9% | +42.9% | -26.0% | +1.8% |
| 3Y | +186.7% | +43.3% | +143.4% | +146.1% |
| 5Y | +95.4% | +94.0% | +1.4% | +45.5% |
| 10Y | +292.7% | +53.7% | +239.0% | +172.4% |
| All | +409.3% | +78.0% | +331.3% | +164.6% |
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