+1,527.5%
META vs XOP
+27.1%
+1,500.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +6.7% | +2.6% | +4.1% | +6.1% |
| 30D | +4.8% | +15.4% | -10.7% | +1.6% |
| 3M | -1.6% | +12.1% | -13.7% | -4.3% |
| 6M | -7.5% | +19.7% | -27.2% | -12.0% |
| YTD | -6.4% | +52.4% | -58.8% | -15.9% |
| 1Y | -17.3% | +47.6% | -64.9% | -25.4% |
| 3Y | +109.9% | +34.4% | +75.6% | +91.1% |
| 5Y | +65.4% | +154.4% | -89.0% | +29.1% |
| 10Y | +391.8% | +54.7% | +337.1% | +280.2% |
| All | +1,527.5% | +27.1% | +1,500.4% | +1,264.3% |
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