+55.0%
XOP vs CBOE
+368.5%
-313.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.7% |
| 7D | +2.6% | -5.8% | +8.4% | +4.2% |
| 30D | +9.6% | -3.1% | +12.7% | +10.3% |
| 3M | +20.4% | -4.8% | +25.1% | +21.2% |
| 6M | +19.9% | -0.6% | +20.5% | +18.3% |
| YTD | +56.4% | +12.8% | +43.6% | +48.5% |
| 1Y | +52.4% | +19.8% | +32.7% | +41.9% |
| 3Y | +39.9% | +86.9% | -47.1% | +8.6% |
| 5Y | +163.7% | +136.5% | +27.2% | +84.7% |
| All | +55.0% | +368.5% | -313.5% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling