+47.6%
XOP vs CBOE
+29.2%
+18.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.6% | -3.6% | +6.2% | +2.9% |
| 30D | +15.4% | +5.1% | +10.4% | +14.8% |
| 3M | +12.1% | +4.6% | +7.5% | +11.3% |
| 6M | +19.7% | -0.3% | +19.9% | +19.3% |
| YTD | +52.4% | +19.8% | +32.6% | +49.5% |
| 1Y | +47.6% | +28.4% | +19.2% | +43.5% |
| All | +47.6% | +29.2% | +18.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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