+544.7%
XLP vs XOP
+67.4%
+477.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +0.7% | -14.7% | +15.5% | +2.9% |
| 30D | +10.3% | -7.7% | +17.9% | +11.3% |
| 3M | +6.5% | +4.4% | +2.1% | +5.6% |
| 6M | +8.4% | +3.5% | +4.8% | +7.4% |
| YTD | +18.2% | +39.4% | -21.2% | +11.8% |
| 1Y | +22.4% | +39.8% | -17.4% | +15.7% |
| 3Y | +41.9% | +29.7% | +12.2% | +34.0% |
| 5Y | +40.9% | +78.6% | -37.7% | +24.0% |
| 10Y | +128.4% | +51.8% | +76.5% | +89.3% |
| All | +544.7% | +67.4% | +477.4% | +364.2% |
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