+32.9%
XLV vs XOP
+45.9%
-13.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.5% | +2.5% |
| 7D | +5.5% | -10.5% | +16.1% | +4.6% |
| 30D | +13.3% | -4.3% | +17.7% | +12.9% |
| 3M | +17.4% | +4.7% | +12.8% | +17.5% |
| 6M | +32.1% | -0.1% | +32.2% | +31.7% |
| YTD | +24.0% | +43.8% | -19.8% | +21.2% |
| 1Y | +32.9% | +45.3% | -12.4% | +30.1% |
| All | +32.9% | +45.9% | -13.0% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling