+66.1%
T vs XOP
+156.8%
-90.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -1.5% | +0.6% | -2.2% | -1.6% |
| 30D | +7.6% | +16.5% | -8.9% | +5.7% |
| 3M | +15.3% | +15.7% | -0.4% | +13.2% |
| 6M | -8.5% | +19.2% | -27.7% | -10.5% |
| YTD | +6.8% | +55.0% | -48.2% | +1.2% |
| 1Y | -7.2% | +54.2% | -61.4% | -12.1% |
| 3Y | +108.2% | +35.9% | +72.4% | +98.7% |
| 5Y | +66.1% | +162.4% | -96.4% | +38.7% |
| All | +66.1% | +156.8% | -90.8% | +38.7% |
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