+163.4%
XOP vs CBOE
+145.0%
+18.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +1.6% | -3.7% | +5.3% | +2.1% |
| 30D | +9.6% | +2.0% | +7.6% | +9.2% |
| 3M | +16.9% | -4.2% | +21.2% | +17.2% |
| 6M | +24.0% | +1.2% | +22.9% | +23.1% |
| YTD | +56.2% | +15.4% | +40.8% | +52.4% |
| 1Y | +51.8% | +23.5% | +28.3% | +46.7% |
| 3Y | +37.0% | +93.2% | -56.2% | +14.3% |
| 5Y | +163.4% | +142.0% | +21.4% | +101.0% |
| All | +163.4% | +145.0% | +18.4% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling