+34.1%
XLP vs XOP
+156.6%
-122.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.0% | +2.6% | -3.6% | -1.2% |
| 30D | -0.9% | +15.4% | -16.3% | -2.0% |
| 3M | +3.8% | +12.1% | -8.2% | +2.8% |
| 6M | -1.7% | +19.7% | -21.4% | -3.4% |
| YTD | +10.3% | +52.4% | -42.1% | +6.0% |
| 1Y | +7.8% | +47.6% | -39.8% | +3.9% |
| 3Y | +27.2% | +34.4% | -7.2% | +22.4% |
| All | +34.1% | +156.6% | -122.6% | +22.4% |
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