+240.8%
TWLO vs XOP
+36.3%
+204.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -2.4% | +2.6% | -5.0% | -3.2% |
| 30D | -7.8% | +9.6% | -17.4% | -10.4% |
| 3M | +10.0% | +20.4% | -10.3% | +3.4% |
| 6M | +79.5% | +19.9% | +59.6% | +67.5% |
| YTD | +59.8% | +56.4% | +3.4% | +34.9% |
| 1Y | +121.7% | +52.4% | +69.2% | +88.4% |
| 3Y | +240.8% | +39.9% | +200.9% | +184.0% |
| All | +240.8% | +36.3% | +204.5% | +184.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling