+1,323.2%
JPM vs XOP
+78.0%
+1,245.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +3.5% | +6.3% | -2.8% | +0.7% |
| 30D | +3.3% | -6.6% | +9.8% | +5.9% |
| 3M | -4.2% | +3.6% | -7.7% | -6.4% |
| 6M | +16.4% | +10.8% | +5.6% | +9.5% |
| YTD | +9.5% | +48.3% | -38.8% | -10.8% |
| 1Y | +14.0% | +42.9% | -28.9% | -5.8% |
| 3Y | +153.1% | +43.3% | +109.8% | +104.3% |
| 5Y | +134.9% | +94.0% | +40.9% | +54.6% |
| 10Y | +485.7% | +53.7% | +432.0% | +256.6% |
| All | +1,323.2% | +78.0% | +1,245.2% | +556.3% |
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 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