+81.6%
KO vs XOP
+158.5%
-76.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | +1.6% | -2.7% | -1.2% |
| 30D | +1.6% | +9.6% | -8.0% | +1.1% |
| 3M | +5.8% | +16.9% | -11.2% | +4.9% |
| 6M | +14.3% | +24.0% | -9.8% | +12.9% |
| YTD | +27.3% | +56.2% | -28.9% | +24.1% |
| 1Y | +33.2% | +51.8% | -18.6% | +29.9% |
| 3Y | +64.5% | +37.0% | +27.5% | +60.6% |
| All | +81.6% | +158.5% | -76.9% | +68.7% |
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