+41.6%
XLC vs XOP
+79.6%
-37.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +6.2% | -8.4% | +14.6% | +7.9% |
| 30D | -2.4% | -8.4% | +6.0% | -1.0% |
| 3M | -3.3% | +0.2% | -3.5% | -3.8% |
| 6M | -7.3% | +7.2% | -14.5% | -9.4% |
| YTD | -7.6% | +40.8% | -48.4% | -16.1% |
| 1Y | -3.7% | +36.3% | -40.0% | -11.9% |
| 3Y | +62.9% | +37.2% | +25.7% | +45.9% |
| 5Y | +41.6% | +86.6% | -45.0% | +15.2% |
| All | +41.6% | +79.6% | -37.9% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling