+68.7%
XLC vs XOP
+35.8%
+32.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.4% | +1.0% | -2.4% | -1.6% |
| 30D | -0.9% | +10.8% | -11.7% | -2.4% |
| 3M | -0.3% | +19.5% | -19.8% | -3.2% |
| 6M | -5.2% | +21.6% | -26.8% | -9.0% |
| YTD | -5.3% | +55.8% | -61.1% | -14.5% |
| 1Y | -2.8% | +54.6% | -57.5% | -12.4% |
| All | +68.7% | +35.8% | +32.9% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling