-35.1%
TLT vs XOP
+76.5%
-111.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | +0.1% |
| 7D | +0.3% | -10.0% | +10.3% | -0.3% |
| 30D | +5.1% | -9.1% | +14.2% | +4.6% |
| 3M | -0.2% | +5.1% | -5.3% | +0.2% |
| 6M | -2.9% | +6.4% | -9.3% | -2.4% |
| YTD | -2.7% | +39.7% | -42.4% | -0.8% |
| 1Y | -4.6% | +37.2% | -41.8% | -2.9% |
| 3Y | +6.1% | +37.6% | -31.5% | +8.1% |
| 5Y | -35.1% | +76.5% | -111.6% | -31.3% |
| All | -35.1% | +76.5% | -111.6% | -31.3% |
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