+3.7%
U vs XOP
+49.8%
-46.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.2% |
| 7D | -3.8% | +2.6% | -6.4% | -3.1% |
| 30D | +17.5% | +15.4% | +2.0% | +22.7% |
| 3M | +38.7% | +12.1% | +26.7% | +44.3% |
| 6M | +104.4% | +19.7% | +84.7% | +117.0% |
| YTD | -5.7% | +52.4% | -58.1% | +5.7% |
| 1Y | +3.7% | +47.6% | -43.9% | +14.1% |
| All | +3.7% | +49.8% | -46.1% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling