+885.0%
MSFT vs XOP
+52.9%
+832.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -1.0% | +1.0% | -2.0% | -1.2% |
| 30D | -2.7% | +10.8% | -13.5% | -4.7% |
| 3M | +22.1% | +19.5% | +2.6% | +17.6% |
| 6M | +20.6% | +21.6% | -1.0% | +15.2% |
| YTD | +2.3% | +55.8% | -53.5% | -7.3% |
| 1Y | -0.5% | +54.6% | -55.2% | -10.0% |
| 3Y | +50.5% | +36.6% | +13.9% | +37.7% |
| 5Y | +72.3% | +160.6% | -88.3% | +34.3% |
| 10Y | +885.0% | +56.2% | +828.8% | +653.8% |
| All | +885.0% | +52.9% | +832.1% | +653.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling