+83.4%
JNJ vs XOP
+156.4%
-72.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.3% | +1.6% | -6.0% | -4.4% |
| 30D | +3.0% | +9.6% | -6.6% | +2.8% |
| 3M | +12.2% | +16.9% | -4.7% | +11.8% |
| 6M | +10.5% | +24.0% | -13.6% | +9.8% |
| YTD | +30.8% | +56.2% | -25.4% | +29.2% |
| 1Y | +54.9% | +51.8% | +3.1% | +53.1% |
| 3Y | +80.7% | +37.0% | +43.7% | +78.2% |
| 5Y | +83.4% | +163.4% | -80.0% | +80.2% |
| All | +83.4% | +156.4% | -72.9% | +80.2% |
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