+343.2%
XOM vs COPX
+179.8%
+163.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +2.9% |
| 7D | +1.9% | -2.9% | +4.8% | +2.7% |
| 30D | +4.1% | 0.0% | +4.0% | +3.6% |
| 3M | +10.4% | +14.8% | -4.4% | +3.8% |
| 6M | +13.0% | +7.0% | +6.0% | +6.2% |
| YTD | +40.1% | +23.8% | +16.2% | +23.2% |
| 1Y | +51.1% | +75.7% | -24.6% | +15.5% |
| 3Y | +57.7% | +156.4% | -98.7% | 0.0% |
| 5Y | +264.7% | +167.6% | +97.2% | +121.2% |
| 10Y | +193.1% | +569.1% | -376.1% | +18.0% |
| All | +343.2% | +179.8% | +163.4% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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