-68.3%
U vs XOP
+165.6%
-233.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +4.4% | +1.0% | +3.4% | +3.9% |
| 30D | -1.3% | +10.8% | -12.1% | -5.6% |
| 3M | +49.6% | +19.5% | +30.1% | +37.2% |
| 6M | +100.2% | +21.6% | +78.6% | +79.3% |
| YTD | -3.7% | +55.8% | -59.5% | -24.9% |
| 1Y | -6.5% | +54.6% | -61.2% | -27.4% |
| 3Y | +12.9% | +36.6% | -23.7% | -8.3% |
| 5Y | -68.3% | +160.6% | -228.9% | -79.0% |
| All | -68.3% | +165.6% | -233.9% | -79.0% |
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 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