+498.8%
MAR vs XOP
+53.9%
+444.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +1.6% | +6.3% | -4.7% | -0.6% |
| 30D | +13.8% | -6.6% | +20.4% | +16.1% |
| 3M | +20.3% | +3.6% | +16.7% | +17.9% |
| 6M | +21.3% | +10.8% | +10.6% | +15.2% |
| YTD | +37.2% | +48.3% | -11.1% | +14.9% |
| 1Y | +48.4% | +42.9% | +5.5% | +25.9% |
| 3Y | +120.1% | +43.3% | +76.8% | +82.9% |
| 5Y | +182.1% | +94.0% | +88.1% | +99.6% |
| All | +498.8% | +53.9% | +444.9% | +254.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling