+2,099.9%
QQQ vs XOP
+86.0%
+2,013.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | -0.6% | +16.5% | -17.2% | -5.0% |
| 3M | +0.4% | +15.7% | -15.3% | -4.2% |
| 6M | +20.1% | +19.2% | +0.9% | +12.7% |
| YTD | +17.2% | +55.0% | -37.7% | +1.6% |
| 1Y | +24.7% | +54.2% | -29.5% | +7.9% |
| 3Y | +96.2% | +35.9% | +60.3% | +73.5% |
| 5Y | +94.4% | +162.4% | -68.0% | +36.4% |
| 10Y | +556.7% | +50.2% | +506.5% | +380.0% |
| All | +2,099.9% | +86.0% | +2,013.9% | +1,089.6% |
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