+15.6%
XLB vs XOP
+54.2%
-38.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.0% |
| 7D | -2.9% | +1.0% | -3.9% | -2.9% |
| 30D | -3.4% | +10.8% | -14.2% | -3.0% |
| 3M | +1.6% | +19.5% | -17.9% | +2.2% |
| 6M | +3.6% | +21.6% | -17.9% | +2.2% |
| YTD | +14.2% | +55.8% | -41.6% | +6.4% |
| 1Y | +15.6% | +54.6% | -39.1% | +8.3% |
| All | +15.6% | +54.2% | -38.6% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling