+142.5%
XLC vs XOP
+40.0%
+102.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.0% |
| 7D | -0.8% | +2.6% | -3.4% | -1.4% |
| 30D | +1.0% | +15.4% | -14.4% | -2.1% |
| 3M | -0.7% | +12.1% | -12.8% | -3.4% |
| 6M | -5.1% | +19.7% | -24.8% | -9.6% |
| YTD | -4.3% | +52.4% | -56.7% | -13.8% |
| 1Y | -0.6% | +47.6% | -48.1% | -10.0% |
| 3Y | +72.7% | +34.4% | +38.3% | +57.3% |
| 5Y | +38.0% | +154.4% | -116.4% | +6.2% |
| All | +142.5% | +40.0% | +102.5% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling