+301.0%
TWLO vs XOP
+58.6%
+242.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -2.4% | +2.6% | -5.0% | -3.1% |
| 30D | -7.8% | +9.6% | -17.4% | -10.1% |
| 3M | +10.0% | +20.4% | -10.3% | +4.3% |
| 6M | +79.5% | +19.9% | +59.6% | +69.6% |
| YTD | +59.8% | +56.4% | +3.4% | +40.0% |
| 1Y | +121.7% | +52.4% | +69.2% | +95.2% |
| 3Y | +240.8% | +39.9% | +200.9% | +203.2% |
| 5Y | -33.6% | +163.7% | -197.3% | -50.2% |
| All | +301.0% | +58.6% | +242.4% | +252.8% |
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