+585.7%
JPM vs XOP
+58.4%
+527.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -2.3% | +1.6% | -4.0% | -2.9% |
| 30D | -2.3% | +9.6% | -11.9% | -5.6% |
| 3M | +14.9% | +16.9% | -2.0% | +8.0% |
| 6M | +23.6% | +24.0% | -0.4% | +12.5% |
| YTD | +11.3% | +56.2% | -44.9% | -7.5% |
| 1Y | +19.9% | +51.8% | -31.9% | +0.3% |
| 3Y | +162.6% | +37.0% | +125.6% | +124.6% |
| 5Y | +154.6% | +163.4% | -8.8% | +59.6% |
| All | +585.7% | +58.4% | +527.3% | +291.3% |
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