+649.7%
XLI vs XOP
+78.0%
+571.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +3.8% | +6.3% | -2.6% | +1.6% |
| 30D | +1.0% | -6.6% | +7.6% | +3.1% |
| 3M | -8.9% | +3.6% | -12.5% | -10.4% |
| 6M | -2.3% | +10.8% | -13.0% | -6.8% |
| YTD | +9.7% | +48.3% | -38.6% | -6.3% |
| 1Y | +12.3% | +42.9% | -30.6% | -3.0% |
| 3Y | +71.5% | +43.3% | +28.2% | +45.3% |
| 5Y | +70.2% | +94.0% | -23.8% | +24.2% |
| 10Y | +227.5% | +53.7% | +173.7% | +123.3% |
| All | +649.7% | +78.0% | +571.7% | +296.9% |
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