+441.5%
XLU vs XOP
+87.1%
+354.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | +0.6% | +1.0% | -0.3% | +0.5% |
| 30D | -0.4% | +10.8% | -11.3% | -2.4% |
| 3M | -1.7% | +19.5% | -21.2% | -5.2% |
| 6M | -7.1% | +21.6% | -28.7% | -11.0% |
| YTD | +1.9% | +55.8% | -53.9% | -6.9% |
| 1Y | +6.1% | +54.6% | -48.5% | -3.2% |
| 3Y | +48.8% | +36.6% | +12.1% | +37.3% |
| 5Y | +43.8% | +160.6% | -116.9% | +13.8% |
| 10Y | +143.2% | +56.2% | +86.9% | +90.8% |
| All | +441.5% | +87.1% | +354.4% | +232.1% |
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