+3,185.6%
TSLA vs XOP
+52.4%
+3,133.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.1% |
| 7D | +15.6% | +5.2% | +10.5% | +13.6% |
| 30D | +5.9% | -8.4% | +14.3% | +9.1% |
| 3M | +21.4% | +2.9% | +18.4% | +19.8% |
| 6M | -8.3% | +8.8% | -17.1% | -11.9% |
| YTD | -11.6% | +46.9% | -58.5% | -25.0% |
| 1Y | -7.7% | +41.5% | -49.2% | -20.7% |
| 3Y | +85.2% | +43.1% | +42.0% | +58.1% |
| 5Y | +15.4% | +92.2% | -76.8% | -12.9% |
| All | +3,185.6% | +52.4% | +3,133.2% | +2,162.7% |
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