+424.9%
MAR vs XOP
+58.4%
+366.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -2.1% | +1.6% | -3.7% | -2.7% |
| 30D | -5.7% | +9.6% | -15.2% | -8.7% |
| 3M | -14.6% | +16.9% | -31.6% | -19.8% |
| 6M | +1.3% | +24.0% | -22.7% | -8.0% |
| YTD | +6.7% | +56.2% | -49.5% | -11.6% |
| 1Y | +26.4% | +51.8% | -25.3% | +5.4% |
| 3Y | +64.7% | +37.0% | +27.8% | +40.1% |
| 5Y | +153.1% | +163.4% | -10.3% | +59.5% |
| All | +424.9% | +58.4% | +366.5% | +205.6% |
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