+43.3%
XLP vs XOP
+90.0%
-46.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | +0.3% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +8.3% | -7.3% | +15.6% | +8.8% |
| 3M | +8.7% | +1.4% | +7.3% | +8.4% |
| 6M | +11.2% | +7.8% | +3.4% | +10.2% |
| YTD | +20.0% | +44.5% | -24.5% | +15.5% |
| 1Y | +21.3% | +37.0% | -15.7% | +17.4% |
| 3Y | +43.8% | +40.8% | +3.0% | +37.3% |
| All | +43.3% | +90.0% | -46.7% | +34.3% |
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