+11.3%
O vs XOP
+45.9%
-34.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.4% | +9.4% | +3.0% |
| 7D | +5.8% | -10.5% | +16.3% | +5.9% |
| 30D | +10.7% | -4.3% | +15.0% | +10.5% |
| 3M | -4.5% | +4.7% | -9.2% | -4.7% |
| 6M | -4.1% | -0.1% | -4.0% | -4.3% |
| YTD | +9.8% | +43.8% | -34.0% | +1.2% |
| 1Y | +11.3% | +45.3% | -34.0% | +2.2% |
| All | +11.3% | +45.9% | -34.6% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling