+215.2%
XLY vs XOP
+58.6%
+156.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | +2.6% | -4.3% | -2.3% |
| 30D | -4.2% | +9.6% | -13.8% | -6.3% |
| 3M | -2.7% | +20.4% | -23.0% | -7.2% |
| 6M | -0.6% | +19.9% | -20.5% | -5.9% |
| YTD | -5.0% | +56.4% | -61.4% | -16.1% |
| 1Y | -4.1% | +52.4% | -56.5% | -14.9% |
| 3Y | +33.6% | +39.9% | -6.3% | +19.6% |
| 5Y | +28.7% | +163.7% | -135.0% | -3.3% |
| All | +215.2% | +58.6% | +156.6% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling