-5.8%
XLC vs XOP
+45.9%
-51.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.9% | +2.6% |
| 7D | +1.8% | -10.5% | +12.3% | +0.5% |
| 30D | -6.0% | -4.3% | -1.6% | -6.4% |
| 3M | -6.0% | +4.7% | -10.7% | -5.6% |
| 6M | -9.1% | -0.1% | -9.0% | -8.8% |
| YTD | -10.0% | +43.8% | -53.9% | -11.6% |
| 1Y | -5.8% | +45.3% | -51.1% | -7.5% |
| All | -5.8% | +45.9% | -51.7% | -7.5% |
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 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