+148.7%
XLK vs XOP
+158.8%
-10.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | +2.6% | -2.4% | -0.4% |
| 30D | -0.6% | +9.6% | -10.2% | -2.9% |
| 3M | +2.6% | +20.4% | -17.8% | -2.4% |
| 6M | +34.0% | +19.9% | +14.1% | +26.5% |
| YTD | +30.7% | +56.4% | -25.7% | +13.7% |
| 1Y | +39.2% | +52.4% | -13.2% | +21.7% |
| 3Y | +120.4% | +39.9% | +80.5% | +93.3% |
| All | +148.7% | +158.8% | -10.1% | +89.6% |
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 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