+123.5%
OXY vs XOP
+82.9%
+40.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.2% |
| 7D | +1.6% | +2.6% | -1.0% | -0.7% |
| 30D | +11.6% | +15.4% | -3.9% | -1.8% |
| 3M | +2.8% | +12.1% | -9.3% | -7.1% |
| 6M | +13.0% | +19.7% | -6.6% | -3.3% |
| YTD | +47.4% | +52.4% | -5.0% | +1.8% |
| 1Y | +31.5% | +47.6% | -16.1% | -6.6% |
| 3Y | -1.9% | +34.4% | -36.3% | -24.6% |
| 5Y | +148.0% | +154.4% | -6.4% | +7.7% |
| 10Y | +2.3% | +54.7% | -52.4% | -28.3% |
| All | +123.5% | +82.9% | +40.6% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling