+43.4%
XLK vs XOP
+49.8%
-6.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.6% |
| 7D | +0.9% | +2.6% | -1.7% | +1.1% |
| 30D | +0.7% | +15.4% | -14.7% | +2.1% |
| 3M | -2.9% | +12.1% | -15.0% | -1.5% |
| 6M | +34.3% | +19.7% | +14.6% | +34.2% |
| YTD | +30.4% | +52.4% | -22.0% | +27.0% |
| 1Y | +43.4% | +47.6% | -4.2% | +40.6% |
| All | +43.4% | +49.8% | -6.4% | +40.6% |
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