+3,029.2%
MSFT vs XOP
+82.9%
+2,946.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -2.7% | +2.6% | -5.3% | -3.4% |
| 30D | +2.7% | +15.4% | -12.7% | -1.3% |
| 3M | +17.0% | +12.1% | +4.9% | +13.0% |
| 6M | +23.8% | +19.7% | +4.1% | +16.9% |
| YTD | +4.0% | +52.4% | -48.4% | -8.4% |
| 1Y | -0.8% | +47.6% | -48.4% | -12.2% |
| 3Y | +55.6% | +34.4% | +21.2% | +38.7% |
| 5Y | +72.9% | +154.4% | -81.5% | +23.6% |
| 10Y | +875.8% | +54.7% | +821.1% | +605.9% |
| All | +3,029.2% | +82.9% | +2,946.2% | +1,622.7% |
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