+17.2%
XLI vs XOP
+49.8%
-32.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.3% |
| 7D | -1.1% | +2.6% | -3.6% | -0.8% |
| 30D | -5.9% | +15.4% | -21.4% | -4.6% |
| 3M | -0.3% | +12.1% | -12.3% | +1.2% |
| 6M | +0.1% | +19.7% | -19.6% | -0.3% |
| YTD | +13.6% | +52.4% | -38.8% | +8.4% |
| 1Y | +17.2% | +47.6% | -30.4% | +12.3% |
| All | +17.2% | +49.8% | -32.6% | +12.3% |
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