+134.1%
PSX vs XOP
+36.7%
+97.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.2% |
| 7D | +2.8% | +0.6% | +2.2% | +2.3% |
| 30D | +27.8% | +16.5% | +11.2% | +12.8% |
| 3M | +42.0% | +15.7% | +26.3% | +25.8% |
| 6M | +58.1% | +19.2% | +38.9% | +36.4% |
| YTD | +105.0% | +55.0% | +50.1% | +42.3% |
| 1Y | +104.9% | +54.2% | +50.7% | +42.3% |
| 3Y | +134.1% | +35.9% | +98.2% | +77.9% |
| All | +134.1% | +36.7% | +97.4% | +77.9% |
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