+1,367.1%
JPM vs XOP
+82.9%
+1,284.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +0.3% | +2.6% | -2.3% | -0.8% |
| 30D | -0.2% | +15.4% | -15.6% | -6.4% |
| 3M | +15.9% | +12.1% | +3.8% | +9.4% |
| 6M | +20.9% | +19.7% | +1.3% | +9.6% |
| YTD | +12.9% | +52.4% | -39.5% | -8.5% |
| 1Y | +20.3% | +47.6% | -27.3% | -1.6% |
| 3Y | +160.9% | +34.4% | +126.6% | +117.7% |
| 5Y | +154.8% | +154.4% | +0.4% | +48.0% |
| 10Y | +591.1% | +54.7% | +536.4% | +321.1% |
| All | +1,367.1% | +82.9% | +1,284.1% | +572.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling