-71.5%
U vs XOP
+79.6%
-151.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | +24.4% | -8.4% | +32.7% | +28.4% |
| 30D | +7.4% | -8.4% | +15.7% | +10.4% |
| 3M | +16.8% | +0.2% | +16.6% | +15.2% |
| 6M | +78.8% | +7.2% | +71.5% | +68.7% |
| YTD | +14.0% | +40.8% | -26.8% | -9.3% |
| 1Y | +16.7% | +36.3% | -19.6% | -5.7% |
| 3Y | +86.4% | +37.2% | +49.2% | +46.8% |
| 5Y | -71.5% | +86.6% | -158.1% | -80.7% |
| All | -71.5% | +79.6% | -151.0% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling