+15.9%
MS vs XOP
+36.1%
-20.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.2% |
| 7D | +0.7% | -10.0% | +10.8% | -0.9% |
| 30D | -0.9% | -9.1% | +8.1% | -2.3% |
| 3M | -13.0% | +5.1% | -18.1% | -12.3% |
| 6M | -2.0% | +6.4% | -8.4% | -0.9% |
| YTD | +7.8% | +39.7% | -31.9% | +3.9% |
| All | +15.9% | +36.1% | -20.2% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling