+680.6%
XLV vs XOP
+87.5%
+593.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -4.4% | +1.6% | -6.0% | -4.7% |
| 30D | -1.4% | +9.6% | -11.0% | -3.2% |
| 3M | +8.9% | +16.9% | -8.1% | +5.4% |
| 6M | +9.1% | +24.0% | -14.9% | +3.9% |
| YTD | +7.9% | +56.2% | -48.3% | -2.0% |
| 1Y | +22.7% | +51.8% | -29.1% | +11.9% |
| 3Y | +31.9% | +37.0% | -5.1% | +21.0% |
| 5Y | +34.9% | +163.4% | -128.5% | +4.8% |
| 10Y | +173.9% | +56.6% | +117.3% | +114.7% |
| All | +680.6% | +87.5% | +593.0% | +403.1% |
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