+202.8%
TER vs XOP
+156.6%
+46.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.8% |
| 7D | +0.6% | +2.6% | -1.9% | -0.4% |
| 30D | -8.3% | +15.4% | -23.7% | -13.2% |
| 3M | -12.2% | +12.1% | -24.3% | -16.2% |
| 6M | +17.1% | +19.7% | -2.6% | +6.0% |
| YTD | +84.7% | +52.4% | +32.3% | +49.6% |
| 1Y | +199.9% | +47.6% | +152.4% | +146.1% |
| 3Y | +232.8% | +34.4% | +198.4% | +177.8% |
| All | +202.8% | +156.6% | +46.2% | +108.3% |
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