+7.6%
XLF vs XOP
+53.5%
-45.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | -1.5% | +2.6% | -4.1% | -1.3% |
| 30D | -1.2% | +9.6% | -10.8% | -0.7% |
| 3M | +9.2% | +20.4% | -11.2% | +10.1% |
| 6M | +16.3% | +19.9% | -3.6% | +16.2% |
| YTD | +5.4% | +56.4% | -51.0% | +2.3% |
| 1Y | +7.6% | +52.4% | -44.8% | +4.5% |
| All | +7.6% | +53.5% | -45.9% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling