+1,268.7%
MO vs XOP
+86.0%
+1,182.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -0.3% | +16.5% | -16.8% | -3.0% |
| 3M | -2.9% | +15.7% | -18.7% | -5.6% |
| 6M | +5.8% | +19.2% | -13.4% | +2.1% |
| YTD | +22.0% | +55.0% | -32.9% | +12.4% |
| 1Y | +10.7% | +54.2% | -43.5% | +1.8% |
| 3Y | +94.4% | +35.9% | +58.5% | +80.2% |
| 5Y | +97.2% | +162.4% | -65.2% | +58.0% |
| 10Y | +103.0% | +50.2% | +52.8% | +63.1% |
| All | +1,268.7% | +86.0% | +1,182.7% | +803.7% |
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