+10.2%
ORCL vs XOP
+25.8%
-15.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -11.2% | -14.7% | +3.6% | -6.8% |
| 30D | -18.8% | -7.7% | -11.1% | -16.9% |
| 3M | -18.8% | +4.4% | -23.2% | -20.4% |
| 6M | -39.7% | +3.5% | -43.3% | -41.0% |
| YTD | -39.6% | +39.4% | -79.0% | -48.8% |
| 1Y | -51.7% | +39.8% | -91.5% | -59.2% |
| 3Y | +10.2% | +29.7% | -19.4% | -10.1% |
| All | +10.2% | +25.8% | -15.6% | -10.1% |
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 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