+141.3%
XLC vs XOP
+43.4%
+97.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.7% | +1.6% | -3.3% | -2.0% |
| 30D | +0.2% | +9.6% | -9.4% | -1.8% |
| 3M | +0.7% | +16.9% | -16.2% | -2.9% |
| 6M | -4.5% | +24.0% | -28.5% | -9.6% |
| YTD | -4.7% | +56.2% | -60.9% | -14.7% |
| 1Y | -1.5% | +51.8% | -53.3% | -11.4% |
| 3Y | +72.2% | +37.0% | +35.3% | +56.3% |
| 5Y | +39.3% | +163.4% | -124.1% | +6.4% |
| All | +141.3% | +43.4% | +97.9% | +103.1% |
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