+19.9%
JPM vs XOP
+54.9%
-35.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.3% |
| 7D | -2.3% | +1.6% | -4.0% | -2.3% |
| 30D | -2.3% | +9.6% | -11.9% | -1.9% |
| 3M | +14.9% | +16.9% | -2.0% | +15.7% |
| 6M | +23.6% | +24.0% | -0.4% | +22.4% |
| YTD | +11.3% | +56.2% | -44.9% | +6.9% |
| 1Y | +19.9% | +51.8% | -31.9% | +14.8% |
| All | +19.9% | +54.9% | -35.0% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling