+50.1%
PYPL vs XOP
+49.8%
+0.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.6% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | +6.1% | -7.3% | +13.4% | +7.8% |
| 3M | +1.1% | +1.4% | -0.3% | +0.2% |
| 6M | +32.7% | +7.8% | +25.0% | +29.0% |
| YTD | +2.8% | +44.5% | -41.7% | -8.3% |
| 1Y | -10.8% | +37.0% | -47.8% | -19.3% |
| 3Y | +9.8% | +40.8% | -31.0% | -2.5% |
| 5Y | -70.2% | +88.7% | -158.9% | -75.8% |
| 10Y | +50.1% | +49.9% | +0.2% | +10.7% |
| All | +50.1% | +49.8% | +0.3% | +10.7% |
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