-24.7%
LOW vs XOP
+54.9%
-79.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.6% | +1.6% | -4.3% | -2.2% |
| 30D | -11.1% | +9.6% | -20.7% | -9.0% |
| 3M | -8.5% | +16.9% | -25.4% | -4.3% |
| 6M | -20.8% | +24.0% | -44.9% | -18.4% |
| YTD | -17.2% | +56.2% | -73.4% | -17.8% |
| 1Y | -24.7% | +51.8% | -76.5% | -25.0% |
| All | -24.7% | +54.9% | -79.6% | -25.0% |
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