+436.2%
XLB vs XOP
+73.5%
+362.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.7% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +7.2% | -7.3% | +14.5% | +10.0% |
| 3M | 0.0% | +1.4% | -1.3% | -1.2% |
| 6M | +2.3% | +7.8% | -5.5% | -2.2% |
| YTD | +18.4% | +44.5% | -26.1% | -0.6% |
| 1Y | +23.3% | +37.0% | -13.7% | +5.6% |
| 3Y | +45.2% | +40.8% | +4.4% | +20.2% |
| 5Y | +31.0% | +88.7% | -57.7% | -8.6% |
| 10Y | +168.8% | +49.9% | +118.9% | +73.5% |
| All | +436.2% | +73.5% | +362.7% | +158.0% |
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