-26.6%
U vs XOP
+344.8%
-371.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.6% |
| 7D | +2.8% | +5.2% | -2.3% | +1.3% |
| 30D | +7.6% | -8.4% | +16.0% | +9.9% |
| 3M | +12.7% | +2.9% | +9.7% | +10.8% |
| 6M | +87.0% | +8.8% | +78.1% | +79.1% |
| YTD | +13.6% | +46.9% | -33.3% | -4.1% |
| 1Y | +25.3% | +41.5% | -16.2% | +7.1% |
| 3Y | +85.8% | +43.1% | +42.7% | +56.5% |
| 5Y | -74.5% | +92.2% | -166.7% | -79.4% |
| All | -26.6% | +344.8% | -371.3% | -33.2% |
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