-8.4%
T vs XOP
+54.9%
-63.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -2.4% | +1.6% | -4.1% | -2.6% |
| 30D | +4.3% | +9.6% | -5.3% | +3.4% |
| 3M | +11.6% | +16.9% | -5.4% | +9.5% |
| 6M | -5.6% | +24.0% | -29.6% | -7.0% |
| YTD | +6.6% | +56.2% | -49.6% | +5.0% |
| 1Y | -8.4% | +51.8% | -60.2% | -9.4% |
| All | -8.4% | +54.9% | -63.3% | -9.4% |
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 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