+228.8%
XLF vs XOP
+86.0%
+142.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.1% |
| 7D | +0.2% | +0.6% | -0.4% | -0.1% |
| 30D | -0.5% | +16.5% | -17.1% | -6.8% |
| 3M | +10.6% | +15.7% | -5.1% | +3.4% |
| 6M | +14.3% | +19.2% | -4.9% | +4.5% |
| YTD | +5.5% | +55.0% | -49.4% | -14.0% |
| 1Y | +9.6% | +54.2% | -44.6% | -11.0% |
| 3Y | +75.2% | +35.9% | +39.3% | +46.5% |
| 5Y | +65.5% | +162.4% | -96.9% | -2.2% |
| 10Y | +246.4% | +50.2% | +196.3% | +120.0% |
| All | +228.8% | +86.0% | +142.8% | +52.8% |
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