+80.4%
XLI vs XOP
+156.4%
-76.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -2.3% | +1.6% | -3.9% | -2.7% |
| 30D | -8.2% | +9.6% | -17.7% | -10.1% |
| 3M | +0.8% | +16.9% | -16.2% | -3.2% |
| 6M | +0.8% | +24.0% | -23.2% | -5.6% |
| YTD | +10.5% | +56.2% | -45.7% | -3.2% |
| 1Y | +14.1% | +51.8% | -37.7% | +0.4% |
| 3Y | +68.6% | +37.0% | +31.6% | +49.8% |
| 5Y | +80.4% | +163.4% | -83.0% | +35.2% |
| All | +80.4% | +156.4% | -76.0% | +35.2% |
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