+73.4%
MSFT vs XOP
+152.6%
-79.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -2.7% | +2.6% | -5.3% | -3.1% |
| 30D | +2.7% | +15.4% | -12.7% | +0.2% |
| 3M | +17.0% | +12.1% | +4.9% | +14.5% |
| 6M | +23.8% | +19.7% | +4.1% | +19.3% |
| YTD | +4.0% | +52.4% | -48.4% | -4.5% |
| 1Y | -0.8% | +47.6% | -48.4% | -8.5% |
| 3Y | +55.6% | +34.4% | +21.2% | +43.5% |
| All | +73.4% | +152.6% | -79.1% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling