+50.2%
XOP vs CAPR
-77.1%
+127.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +1.8% |
| 7D | +0.6% | -9.5% | +10.1% | +0.9% |
| 30D | +16.5% | +121.5% | -105.0% | +13.5% |
| 3M | +15.7% | -65.4% | +81.1% | +16.8% |
| 6M | +19.2% | -67.5% | +86.7% | +20.3% |
| YTD | +55.0% | -68.6% | +123.6% | +56.3% |
| 1Y | +54.2% | +42.7% | +11.5% | +39.8% |
| 3Y | +35.9% | +43.4% | -7.5% | +16.4% |
| 5Y | +162.4% | +86.0% | +76.4% | +117.6% |
| 10Y | +50.2% | -77.4% | +127.6% | +15.3% |
| All | +50.2% | -77.1% | +127.3% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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