+427.9%
XLB vs XOP
+82.9%
+344.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.4% | +2.6% | -4.0% | -2.4% |
| 30D | -0.4% | +15.4% | -15.8% | -6.0% |
| 3M | +2.0% | +12.1% | -10.1% | -3.3% |
| 6M | +1.8% | +19.7% | -17.9% | -6.9% |
| YTD | +16.6% | +52.4% | -35.8% | -3.6% |
| 1Y | +16.9% | +47.6% | -30.6% | -2.5% |
| 3Y | +32.6% | +34.4% | -1.8% | +12.3% |
| 5Y | +35.6% | +154.4% | -118.7% | -16.4% |
| 10Y | +160.0% | +54.7% | +105.3% | +66.5% |
| All | +427.9% | +82.9% | +344.9% | +150.2% |
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