+136.0%
XLC vs XOP
+36.2%
+99.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.9% |
| 7D | +3.7% | +6.3% | -2.6% | +2.4% |
| 30D | -1.9% | -6.6% | +4.7% | -0.7% |
| 3M | -3.1% | +3.6% | -6.7% | -4.2% |
| 6M | -6.4% | +10.8% | -17.1% | -9.1% |
| YTD | -6.8% | +48.3% | -55.1% | -15.9% |
| 1Y | -1.7% | +42.9% | -44.6% | -10.6% |
| 3Y | +64.7% | +43.3% | +21.4% | +47.5% |
| 5Y | +41.1% | +94.0% | -52.9% | +15.3% |
| All | +136.0% | +36.2% | +99.9% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling