+36.4%
SLB vs XOP
+67.7%
-31.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.7% | -10.0% | +6.3% | +4.2% |
| 30D | +2.9% | -9.1% | +12.0% | +10.3% |
| 3M | +0.2% | +5.1% | -4.9% | -4.2% |
| 6M | -4.4% | +6.4% | -10.8% | -10.2% |
| YTD | +33.4% | +39.7% | -6.3% | -0.4% |
| 1Y | +40.8% | +37.2% | +3.5% | +6.6% |
| 3Y | +3.2% | +37.6% | -34.4% | -22.3% |
| 5Y | +64.8% | +76.5% | -11.7% | +2.1% |
| 10Y | -16.6% | +42.6% | -59.2% | -45.3% |
| All | +36.4% | +67.7% | -31.3% | -42.4% |
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