+59.3%
XLF vs XOP
+94.3%
-35.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +2.7% | +6.3% | -3.7% | +1.2% |
| 30D | +7.6% | -6.6% | +14.2% | +9.1% |
| 3M | +1.1% | +3.6% | -2.5% | -0.3% |
| 6M | +15.9% | +10.8% | +5.1% | +11.9% |
| YTD | +8.4% | +48.3% | -39.8% | -4.6% |
| 1Y | +12.5% | +42.9% | -30.4% | -0.1% |
| 3Y | +81.6% | +43.3% | +38.3% | +58.0% |
| All | +59.3% | +94.3% | -35.1% | +24.5% |
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 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