+558.6%
QQQ vs XOP
+58.6%
+499.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -0.6% | +2.6% | -3.2% | -1.1% |
| 30D | -1.2% | +9.6% | -10.8% | -3.2% |
| 3M | -0.2% | +20.4% | -20.6% | -4.4% |
| 6M | +17.9% | +19.9% | -2.0% | +12.3% |
| YTD | +16.6% | +56.4% | -39.8% | +4.3% |
| 1Y | +23.0% | +52.4% | -29.5% | +10.4% |
| 3Y | +92.9% | +39.9% | +53.1% | +74.4% |
| 5Y | +95.6% | +163.7% | -68.1% | +51.0% |
| All | +558.6% | +58.6% | +499.9% | +412.1% |
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