+125.8%
OXY vs XOP
+86.0%
+39.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.5% |
| 7D | -0.5% | +0.6% | -1.1% | -1.0% |
| 30D | +8.5% | +16.5% | -8.1% | -5.4% |
| 3M | +6.0% | +15.7% | -9.7% | -6.9% |
| 6M | +13.0% | +19.2% | -6.2% | -3.0% |
| YTD | +48.9% | +55.0% | -6.1% | +1.3% |
| 1Y | +36.4% | +54.2% | -17.8% | -6.8% |
| 3Y | -2.3% | +35.9% | -38.2% | -25.6% |
| 5Y | +160.6% | +162.4% | -1.8% | +10.1% |
| 10Y | +2.0% | +50.2% | -48.2% | -26.9% |
| All | +125.8% | +86.0% | +39.8% | +10.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling