+3,175.1%
MSFT vs XOP
+76.4%
+3,098.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | -0.1% |
| 7D | -2.4% | +5.2% | -7.6% | -3.7% |
| 30D | -3.8% | -8.4% | +4.6% | -1.8% |
| 3M | +6.4% | +2.9% | +3.5% | +5.1% |
| 6M | +28.8% | +8.8% | +19.9% | +24.8% |
| YTD | +8.8% | +46.9% | -38.1% | -3.6% |
| 1Y | +3.2% | +41.5% | -38.3% | -7.8% |
| 3Y | +44.8% | +43.1% | +1.7% | +26.5% |
| 5Y | +61.8% | +92.2% | -30.4% | +25.5% |
| 10Y | +897.9% | +52.3% | +845.6% | +623.1% |
| All | +3,175.1% | +76.4% | +3,098.7% | +1,712.9% |
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