-28.0%
ORCL vs XOP
+49.8%
-77.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.1% |
| 7D | +5.3% | +2.6% | +2.7% | +5.0% |
| 30D | +10.0% | +15.4% | -5.5% | +8.4% |
| 3M | -32.6% | +12.1% | -44.6% | -33.1% |
| 6M | +4.9% | +19.7% | -14.7% | -0.3% |
| YTD | -17.8% | +52.4% | -70.1% | -27.4% |
| 1Y | -28.0% | +47.6% | -75.5% | -34.5% |
| All | -28.0% | +49.8% | -77.8% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling