+1,497.9%
META vs XOP
+16.5%
+1,481.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.4% |
| 7D | -3.1% | -12.7% | +9.6% | -0.5% |
| 30D | -18.1% | -7.6% | -10.5% | -16.9% |
| 3M | +2.9% | +5.8% | -3.0% | +1.3% |
| 6M | +0.2% | -2.7% | +2.9% | -0.1% |
| YTD | -8.1% | +39.7% | -47.8% | -16.1% |
| 1Y | -4.5% | +42.4% | -46.9% | -13.3% |
| 3Y | +94.2% | +26.4% | +67.7% | +78.8% |
| 5Y | +79.1% | +78.9% | +0.2% | +50.3% |
| 10Y | +405.9% | +52.1% | +353.8% | +292.6% |
| All | +1,497.9% | +16.5% | +1,481.4% | +1,260.6% |
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 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