+676.4%
XLI vs XOP
+82.9%
+593.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -1.1% | +2.6% | -3.6% | -1.9% |
| 30D | -5.9% | +15.4% | -21.4% | -10.5% |
| 3M | -0.3% | +12.1% | -12.3% | -4.6% |
| 6M | +0.1% | +19.7% | -19.6% | -7.3% |
| YTD | +13.6% | +52.4% | -38.8% | -3.5% |
| 1Y | +17.2% | +47.6% | -30.4% | +0.3% |
| 3Y | +68.2% | +34.4% | +33.8% | +46.1% |
| 5Y | +80.7% | +154.4% | -73.7% | +19.7% |
| 10Y | +253.3% | +54.7% | +198.6% | +140.9% |
| All | +676.4% | +82.9% | +593.5% | +309.0% |
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