+43.3%
SHEL vs XOP
+45.9%
-2.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.1% | +1.1% |
| 7D | -3.2% | -10.5% | +7.4% | +2.6% |
| 30D | +5.5% | -4.3% | +9.9% | +7.9% |
| 3M | +14.4% | +4.7% | +9.7% | +11.6% |
| 6M | +16.2% | -0.1% | +16.2% | +15.3% |
| YTD | +42.4% | +43.8% | -1.4% | +17.8% |
| 1Y | +43.3% | +45.3% | -2.0% | +17.8% |
| All | +43.3% | +45.9% | -2.6% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling