+835.1%
LOW vs XOP
+86.0%
+749.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | -10.1% | +16.5% | -26.6% | -13.9% |
| 3M | -2.9% | +15.7% | -18.6% | -7.3% |
| 6M | -19.4% | +19.2% | -38.6% | -24.4% |
| YTD | -15.4% | +55.0% | -70.4% | -26.6% |
| 1Y | -24.9% | +54.2% | -79.1% | -35.0% |
| 3Y | -7.8% | +35.9% | -43.7% | -18.6% |
| 5Y | +8.4% | +162.4% | -154.0% | -24.6% |
| 10Y | +226.8% | +50.2% | +176.6% | +134.7% |
| All | +835.1% | +86.0% | +749.1% | +401.9% |
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