-39.0%
U vs XOP
+361.4%
-400.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -3.8% | +2.6% | -6.4% | -4.6% |
| 30D | +17.5% | +15.4% | +2.0% | +12.1% |
| 3M | +38.7% | +12.1% | +26.7% | +32.9% |
| 6M | +104.4% | +19.7% | +84.7% | +89.4% |
| YTD | -5.7% | +52.4% | -58.1% | -20.7% |
| 1Y | +3.7% | +47.6% | -43.9% | -12.3% |
| 3Y | +12.3% | +34.4% | -22.0% | -2.9% |
| 5Y | -68.8% | +154.4% | -223.2% | -75.2% |
| All | -39.0% | +361.4% | -400.4% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling