+251.6%
ORCL vs XOP
+47.9%
+203.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +0.5% | -10.0% | +10.5% | +2.7% |
| 30D | -15.3% | -9.1% | -6.2% | -13.6% |
| 3M | -18.2% | +5.1% | -23.3% | -19.3% |
| 6M | -38.4% | +6.4% | -44.8% | -39.6% |
| YTD | -37.7% | +39.7% | -77.4% | -42.7% |
| 1Y | -49.3% | +37.2% | -86.5% | -53.2% |
| 3Y | +10.6% | +37.6% | -27.0% | +1.3% |
| 5Y | +35.5% | +76.5% | -41.0% | +15.1% |
| 10Y | +251.6% | +42.6% | +208.9% | +172.8% |
| All | +251.6% | +47.9% | +203.7% | +172.8% |
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