+51.2%
MSFT vs XOP
+36.7%
+14.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.3% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -1.0% | +16.5% | -17.6% | -2.8% |
| 3M | +20.2% | +15.7% | +4.5% | +18.0% |
| 6M | +21.3% | +19.2% | +2.1% | +18.0% |
| YTD | +2.8% | +55.0% | -52.2% | -4.2% |
| 1Y | 0.0% | +54.2% | -54.2% | -7.0% |
| 3Y | +51.2% | +35.9% | +15.4% | +36.8% |
| All | +51.2% | +36.7% | +14.5% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling