+34.5%
XLB vs XOP
+36.7%
-2.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.3% |
| 7D | -0.2% | +0.6% | -0.9% | -0.4% |
| 30D | -1.7% | +16.5% | -18.3% | -5.1% |
| 3M | +4.4% | +15.7% | -11.4% | +0.6% |
| 6M | +5.0% | +19.2% | -14.2% | -0.7% |
| YTD | +15.5% | +55.0% | -39.5% | -0.2% |
| 1Y | +14.9% | +54.2% | -39.3% | -0.9% |
| 3Y | +34.5% | +35.9% | -1.3% | +15.5% |
| All | +34.5% | +36.7% | -2.2% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling