+320.5%
TMUS vs XOP
+48.8%
+271.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.2% |
| 7D | +0.1% | +2.6% | -2.5% | -0.7% |
| 30D | +5.3% | +15.4% | -10.2% | +0.7% |
| 3M | +3.1% | +12.1% | -8.9% | -0.7% |
| 6M | -16.5% | +19.7% | -36.1% | -21.6% |
| YTD | -9.2% | +52.4% | -61.6% | -21.0% |
| 1Y | -26.5% | +47.6% | -74.0% | -35.8% |
| 3Y | +39.0% | +34.4% | +4.7% | +21.6% |
| 5Y | +40.4% | +154.4% | -114.0% | -6.2% |
| 10Y | +303.7% | +54.7% | +249.0% | +172.3% |
| All | +320.5% | +48.8% | +271.7% | +116.4% |
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