+428.3%
JCI vs XOP
+82.9%
+345.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +3.8% | +2.6% | +1.3% | +2.9% |
| 30D | -5.7% | +15.4% | -21.1% | -10.1% |
| 3M | -1.4% | +12.1% | -13.5% | -5.5% |
| 6M | +4.1% | +19.7% | -15.5% | -3.2% |
| YTD | +21.7% | +52.4% | -30.7% | +4.2% |
| 1Y | +36.1% | +47.6% | -11.4% | +17.3% |
| 3Y | +154.4% | +34.4% | +120.1% | +123.3% |
| 5Y | +112.0% | +154.4% | -42.4% | +43.7% |
| 10Y | +322.2% | +54.7% | +267.5% | +192.7% |
| All | +428.3% | +82.9% | +345.4% | +172.7% |
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