+42.7%
ORCL vs XOP
+94.3%
-51.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +8.0% | +6.3% | +1.6% | +6.5% |
| 30D | -4.0% | -6.6% | +2.6% | -2.5% |
| 3M | -19.5% | +3.6% | -23.0% | -20.3% |
| 6M | -33.5% | +10.8% | -44.2% | -35.4% |
| YTD | -34.8% | +48.3% | -83.1% | -41.9% |
| 1Y | -41.6% | +42.9% | -84.6% | -47.4% |
| 3Y | +13.8% | +43.3% | -29.5% | +0.7% |
| All | +42.7% | +94.3% | -51.7% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling