+429.3%
XLB vs XOP
+76.4%
+353.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.9% |
| 7D | 0.0% | +5.2% | -5.2% | -2.0% |
| 30D | +5.3% | -8.4% | +13.6% | +8.5% |
| 3M | 0.0% | +2.9% | -2.9% | -1.8% |
| 6M | +1.2% | +8.8% | -7.6% | -3.7% |
| YTD | +16.9% | +46.9% | -30.0% | -2.5% |
| 1Y | +20.9% | +41.5% | -20.6% | +2.2% |
| 3Y | +43.3% | +43.1% | +0.2% | +17.9% |
| 5Y | +28.3% | +92.2% | -63.9% | -11.1% |
| 10Y | +165.3% | +52.3% | +113.0% | +70.2% |
| All | +429.3% | +76.4% | +353.0% | +153.0% |
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