+192.5%
JNJ vs XOP
+58.6%
+133.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | +2.6% | -6.1% | -3.7% |
| 30D | +2.3% | +9.6% | -7.3% | +1.5% |
| 3M | +12.0% | +20.4% | -8.4% | +10.1% |
| 6M | +10.5% | +19.9% | -9.4% | +8.4% |
| YTD | +30.4% | +56.4% | -26.0% | +24.8% |
| 1Y | +52.1% | +52.4% | -0.3% | +45.8% |
| 3Y | +77.8% | +39.9% | +37.9% | +70.5% |
| 5Y | +82.9% | +163.7% | -80.8% | +60.4% |
| All | +192.5% | +58.6% | +133.9% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling