+545.8%
ON vs XOP
+50.0%
+495.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.1% | +4.5% |
| 7D | +3.3% | +0.5% | +2.9% | +3.3% |
| 30D | -3.1% | -7.3% | +4.2% | +0.3% |
| 3M | -9.2% | +1.4% | -10.6% | -10.2% |
| 6M | -31.4% | +7.8% | -39.1% | -34.9% |
| YTD | +36.0% | +44.5% | -8.6% | +8.7% |
| 1Y | +52.0% | +37.0% | +15.0% | +24.8% |
| 3Y | +9.3% | +40.8% | -31.5% | -12.1% |
| 5Y | +26.5% | +88.7% | -62.2% | -14.7% |
| All | +545.8% | +50.0% | +495.8% | +261.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling