+130.8%
SLB vs XOP
+156.6%
-25.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | +0.8% | +2.6% | -1.7% | -1.3% |
| 30D | +15.8% | +15.4% | +0.4% | +3.2% |
| 3M | -0.3% | +12.1% | -12.4% | -9.6% |
| 6M | +21.3% | +19.7% | +1.7% | +2.0% |
| YTD | +52.3% | +52.4% | -0.1% | +3.7% |
| 1Y | +63.6% | +47.6% | +16.1% | +14.2% |
| 3Y | +3.8% | +34.4% | -30.6% | -22.3% |
| All | +130.8% | +156.6% | -25.9% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling