+152.5%
JPM vs XOP
+165.6%
-13.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | -1.4% | +10.8% | -12.3% | -4.2% |
| 3M | +13.9% | +19.5% | -5.5% | +8.1% |
| 6M | +23.5% | +21.6% | +1.9% | +15.5% |
| YTD | +11.6% | +55.8% | -44.2% | -3.7% |
| 1Y | +21.4% | +54.6% | -33.3% | +4.6% |
| 3Y | +163.4% | +36.6% | +126.8% | +131.7% |
| 5Y | +152.5% | +160.6% | -8.1% | +74.1% |
| All | +152.5% | +165.6% | -13.1% | +74.1% |
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 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