+149.9%
XLE vs XOP
+76.5%
+73.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -12.0% | -14.7% | +2.7% | -1.3% |
| 30D | -2.7% | -7.7% | +4.9% | +3.0% |
| 3M | +6.6% | +4.4% | +2.1% | +3.2% |
| 6M | +9.5% | +3.5% | +6.0% | +6.5% |
| YTD | +40.6% | +39.4% | +1.1% | +9.4% |
| 1Y | +43.6% | +39.8% | +3.8% | +11.5% |
| 3Y | +58.1% | +29.7% | +28.4% | +27.6% |
| All | +149.9% | +76.5% | +73.4% | +62.1% |
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 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