+170.7%
XLE vs XOP
+52.0%
+118.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | 0.0% |
| 7D | 0.0% | +0.6% | -0.6% | -0.4% |
| 30D | +12.6% | +16.5% | -3.9% | +1.6% |
| 3M | +11.8% | +15.7% | -3.9% | +1.2% |
| 6M | +16.1% | +19.2% | -3.1% | +2.7% |
| YTD | +46.9% | +55.0% | -8.1% | +8.7% |
| 1Y | +53.3% | +54.2% | -0.9% | +13.5% |
| 3Y | +54.9% | +35.9% | +19.1% | +23.6% |
| 5Y | +225.7% | +162.4% | +63.3% | +65.5% |
| 10Y | +170.7% | +50.2% | +120.5% | +60.6% |
| All | +170.7% | +52.0% | +118.6% | +60.6% |
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