+995.4%
TER vs XOP
+53.9%
+941.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.7% |
| 7D | +14.4% | +6.3% | +8.0% | +12.1% |
| 30D | -30.6% | -6.6% | -24.0% | -28.9% |
| 3M | -39.2% | +3.6% | -42.7% | -40.0% |
| 6M | -31.3% | +10.8% | -42.0% | -34.2% |
| YTD | +29.1% | +48.3% | -19.2% | +9.6% |
| 1Y | +47.4% | +42.9% | +4.5% | +26.8% |
| 3Y | +191.2% | +43.3% | +147.9% | +149.2% |
| 5Y | +74.0% | +94.0% | -20.0% | +32.1% |
| All | +995.4% | +53.9% | +941.6% | +662.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling