+1,129.1%
UMC vs XOP
+86.0%
+1,043.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.4% |
| 7D | +6.6% | +0.6% | +6.0% | +6.3% |
| 30D | +16.6% | +16.5% | 0.0% | +9.5% |
| 3M | +11.0% | +15.7% | -4.7% | +4.1% |
| 6M | +131.3% | +19.2% | +112.1% | +111.7% |
| YTD | +182.5% | +55.0% | +127.5% | +131.2% |
| 1Y | +222.3% | +54.2% | +168.1% | +163.3% |
| 3Y | +253.0% | +35.9% | +217.2% | +197.0% |
| 5Y | +141.8% | +162.4% | -20.6% | +47.3% |
| 10Y | +1,772.2% | +50.2% | +1,722.1% | +1,101.1% |
| All | +1,129.1% | +86.0% | +1,043.1% | +330.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling