+386.6%
PSX vs XOP
+52.9%
+333.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.3% |
| 7D | +1.8% | +1.0% | +0.9% | +1.2% |
| 30D | +21.6% | +10.8% | +10.8% | +13.7% |
| 3M | +46.5% | +19.5% | +27.0% | +30.3% |
| 6M | +62.0% | +21.6% | +40.4% | +42.4% |
| YTD | +106.3% | +55.8% | +50.5% | +54.0% |
| 1Y | +103.0% | +54.6% | +48.3% | +52.0% |
| 3Y | +135.5% | +36.6% | +98.9% | +91.2% |
| 5Y | +368.5% | +160.6% | +207.9% | +150.9% |
| 10Y | +386.6% | +56.2% | +330.3% | +168.8% |
| All | +386.6% | +52.9% | +333.7% | +168.8% |
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