+35.2%
SLB vs XOP
+67.4%
-32.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -7.1% | -14.7% | +7.6% | +4.6% |
| 30D | +4.1% | -7.7% | +11.8% | +10.2% |
| 3M | -2.6% | +4.4% | -7.1% | -6.5% |
| 6M | -8.6% | +3.5% | -12.1% | -12.3% |
| YTD | +32.2% | +39.4% | -7.2% | -1.1% |
| 1Y | +40.7% | +39.8% | +0.9% | +5.0% |
| 3Y | -4.5% | +29.7% | -34.2% | -24.7% |
| 5Y | +66.4% | +78.6% | -12.2% | +2.1% |
| 10Y | -15.1% | +51.8% | -66.9% | -46.9% |
| All | +35.2% | +67.4% | -32.2% | -42.8% |
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 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