+1,139.7%
ON vs XOP
+82.9%
+1,056.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +2.4% | +2.6% | -0.1% | +1.0% |
| 30D | -3.3% | +15.4% | -18.7% | -10.8% |
| 3M | -43.6% | +12.1% | -55.6% | -47.5% |
| 6M | +19.0% | +19.7% | -0.7% | +5.0% |
| YTD | +37.4% | +52.4% | -15.0% | +5.4% |
| 1Y | +54.8% | +47.6% | +7.2% | +20.4% |
| 3Y | -25.2% | +34.4% | -59.5% | -39.1% |
| 5Y | +62.7% | +154.4% | -91.7% | -10.8% |
| 10Y | +574.3% | +54.7% | +519.7% | +302.4% |
| All | +1,139.7% | +82.9% | +1,056.7% | +455.1% |
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