-27.4%
ON vs XOP
+36.7%
-64.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.5% |
| 30D | -12.4% | +16.5% | -29.0% | -18.8% |
| 3M | -41.2% | +15.7% | -56.9% | -45.7% |
| 6M | +25.0% | +19.2% | +5.8% | +10.9% |
| YTD | +31.3% | +55.0% | -23.7% | -3.4% |
| 1Y | +45.4% | +54.2% | -8.8% | +6.7% |
| 3Y | -27.4% | +35.9% | -63.3% | -46.6% |
| All | -27.4% | +36.7% | -64.1% | -46.6% |
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