+69.4%
SHEL vs XOP
+35.8%
+33.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +3.0% | +1.0% | +2.1% | +2.5% |
| 30D | +7.2% | +10.8% | -3.6% | +1.4% |
| 3M | +12.9% | +19.5% | -6.6% | +2.5% |
| 6M | +13.7% | +21.6% | -7.9% | +1.7% |
| YTD | +33.7% | +55.8% | -22.2% | +4.4% |
| 1Y | +37.9% | +54.6% | -16.8% | +7.8% |
| All | +69.4% | +35.8% | +33.6% | +36.8% |
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 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