+81.9%
META vs XOP
+76.5%
+5.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -14.7% | +13.9% | +2.6% |
| 30D | -15.4% | -7.7% | -7.7% | -14.1% |
| 3M | +3.5% | +4.4% | -0.9% | +2.0% |
| 6M | -0.3% | +3.5% | -3.8% | -2.0% |
| YTD | -7.3% | +39.4% | -46.7% | -17.7% |
| 1Y | -1.1% | +39.8% | -40.9% | -12.4% |
| 3Y | +95.1% | +29.7% | +65.4% | +72.1% |
| All | +81.9% | +76.5% | +5.4% | +37.5% |
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