+30.3%
O vs XOP
+36.7%
-6.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -0.6% | +0.6% | -1.2% | -0.6% |
| 30D | -2.0% | +16.5% | -18.5% | -3.1% |
| 3M | +3.0% | +15.7% | -12.7% | +1.8% |
| 6M | -3.6% | +19.2% | -22.8% | -5.3% |
| YTD | +12.1% | +55.0% | -42.9% | +6.9% |
| 1Y | +8.9% | +54.2% | -45.3% | +3.9% |
| 3Y | +30.3% | +35.9% | -5.5% | +21.7% |
| All | +30.3% | +36.7% | -6.4% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling