+3,314.0%
MSFT vs XOP
+67.7%
+3,246.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +7.5% | -10.0% | +17.5% | +10.4% |
| 30D | +1.9% | -9.1% | +11.0% | +4.2% |
| 3M | +9.2% | +5.1% | +4.2% | +7.2% |
| 6M | +31.9% | +6.4% | +25.5% | +28.6% |
| YTD | +13.4% | +39.7% | -26.3% | +1.8% |
| 1Y | +10.6% | +37.2% | -26.6% | -0.3% |
| 3Y | +54.7% | +37.6% | +17.1% | +36.6% |
| 5Y | +69.1% | +76.5% | -7.4% | +34.2% |
| 10Y | +920.4% | +42.6% | +877.7% | +653.4% |
| All | +3,314.0% | +67.7% | +3,246.3% | +1,815.8% |
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 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