+373.7%
NKE vs XOP
+87.1%
+286.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -2.3% | +1.0% | -3.3% | -2.6% |
| 30D | -10.4% | +10.8% | -21.2% | -12.9% |
| 3M | -15.5% | +19.5% | -34.9% | -19.8% |
| 6M | -32.6% | +21.6% | -54.2% | -36.8% |
| YTD | -39.8% | +55.8% | -95.7% | -47.4% |
| 1Y | -47.6% | +54.6% | -102.2% | -54.2% |
| 3Y | -59.0% | +36.6% | -95.6% | -63.4% |
| 5Y | -74.9% | +160.6% | -235.6% | -81.8% |
| 10Y | -21.9% | +56.2% | -78.2% | -42.2% |
| All | +373.7% | +87.1% | +286.6% | +172.2% |
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