+348.2%
T vs XOP
+73.5%
+274.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.2% | +0.9% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | -1.0% | -7.3% | +6.3% | +0.4% |
| 3M | -8.1% | +1.4% | -9.5% | -8.6% |
| 6M | -8.3% | +7.8% | -16.0% | -10.2% |
| YTD | -6.1% | +44.5% | -50.6% | -14.2% |
| 1Y | -7.4% | +37.0% | -44.4% | -14.4% |
| 3Y | +65.4% | +40.8% | +24.7% | +48.9% |
| 5Y | +57.6% | +88.7% | -31.0% | +28.2% |
| 10Y | +61.4% | +49.9% | +11.5% | +23.5% |
| All | +348.2% | +73.5% | +274.7% | +162.9% |
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 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