+2,326.9%
XLK vs XOP
+87.1%
+2,239.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.3% | +1.0% | +1.4% | +2.0% |
| 30D | +0.8% | +10.8% | -10.0% | -2.2% |
| 3M | +4.1% | +19.5% | -15.4% | -1.8% |
| 6M | +34.8% | +21.6% | +13.2% | +25.6% |
| YTD | +30.8% | +55.8% | -25.0% | +12.8% |
| 1Y | +42.4% | +54.6% | -12.3% | +22.6% |
| 3Y | +121.8% | +36.6% | +85.2% | +95.6% |
| 5Y | +146.6% | +160.6% | -14.0% | +72.7% |
| 10Y | +804.3% | +56.2% | +748.0% | +546.7% |
| All | +2,326.9% | +87.1% | +2,239.8% | +1,220.6% |
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 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