+6.0%
LOW vs XOP
+156.4%
-150.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.6% | +1.6% | -4.3% | -2.8% |
| 30D | -11.1% | +9.6% | -20.7% | -12.3% |
| 3M | -8.5% | +16.9% | -25.4% | -10.7% |
| 6M | -20.8% | +24.0% | -44.9% | -24.2% |
| YTD | -17.2% | +56.2% | -73.4% | -24.4% |
| 1Y | -24.7% | +51.8% | -76.5% | -31.0% |
| 3Y | -9.7% | +37.0% | -46.7% | -16.7% |
| 5Y | +6.0% | +163.4% | -157.4% | -14.8% |
| All | +6.0% | +156.4% | -150.4% | -14.8% |
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