+1,084.3%
ON vs XOP
+78.0%
+1,006.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.1% |
| 7D | +12.2% | +6.3% | +5.9% | +8.6% |
| 30D | -3.1% | -6.6% | +3.5% | +0.2% |
| 3M | -12.9% | +3.6% | -16.4% | -14.9% |
| 6M | -38.6% | +10.8% | -49.3% | -43.0% |
| YTD | +31.2% | +48.3% | -17.0% | +1.8% |
| 1Y | +47.6% | +42.9% | +4.7% | +16.7% |
| 3Y | +6.6% | +43.3% | -36.7% | -16.3% |
| 5Y | +21.3% | +94.0% | -72.7% | -22.7% |
| 10Y | +533.3% | +53.7% | +479.6% | +279.4% |
| All | +1,084.3% | +78.0% | +1,006.4% | +436.2% |
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