-6.4%
T vs XOP
+45.9%
-52.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.4% | +2.9% |
| 7D | +5.5% | -10.5% | +16.0% | +7.0% |
| 30D | -8.9% | -4.3% | -4.6% | -8.7% |
| 3M | -5.6% | +4.7% | -10.3% | -6.7% |
| 6M | -14.3% | -0.1% | -14.2% | -15.0% |
| YTD | -7.9% | +43.8% | -51.8% | -13.9% |
| 1Y | -6.4% | +45.3% | -51.7% | -11.9% |
| All | -6.4% | +45.9% | -52.3% | -11.9% |
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