+21.4%
XLB vs XOP
+42.7%
-21.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.1% |
| 7D | +0.5% | +6.3% | -5.8% | +1.0% |
| 30D | +5.2% | -6.6% | +11.7% | +4.6% |
| 3M | +0.3% | +3.6% | -3.2% | +0.6% |
| 6M | +1.2% | +10.8% | -9.6% | +2.0% |
| YTD | +16.6% | +48.3% | -31.6% | +7.2% |
| 1Y | +21.4% | +42.9% | -21.5% | +12.6% |
| All | +21.4% | +42.7% | -21.3% | +12.6% |
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