+42.4%
XOP vs CBOE
+1,025.9%
-983.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | +0.6% | -4.6% | +5.3% | +2.0% |
| 30D | +16.5% | +2.6% | +13.9% | +15.4% |
| 3M | +15.7% | +4.9% | +10.8% | +13.3% |
| 6M | +19.2% | -2.2% | +21.4% | +18.2% |
| YTD | +55.0% | +17.7% | +37.2% | +44.7% |
| 1Y | +54.2% | +26.1% | +28.1% | +40.7% |
| 3Y | +35.9% | +97.1% | -61.2% | +3.3% |
| 5Y | +162.4% | +149.2% | +13.2% | +81.0% |
| 10Y | +50.2% | +385.1% | -334.9% | -21.1% |
| All | +42.4% | +1,025.9% | -983.5% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling