+237.9%
XLF vs XOP
+78.0%
+159.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +2.7% | +6.3% | -3.7% | +0.1% |
| 30D | +7.6% | -6.6% | +14.2% | +10.2% |
| 3M | +1.1% | +3.6% | -2.5% | -1.1% |
| 6M | +15.9% | +10.8% | +5.1% | +9.4% |
| YTD | +8.4% | +48.3% | -39.8% | -10.6% |
| 1Y | +12.5% | +42.9% | -30.4% | -5.9% |
| 3Y | +81.6% | +43.3% | +38.3% | +47.8% |
| 5Y | +59.3% | +94.0% | -34.7% | +7.4% |
| 10Y | +225.4% | +53.7% | +171.7% | +102.9% |
| All | +237.9% | +78.0% | +159.9% | +58.9% |
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