+131.3%
XOP vs COMP
-49.2%
+180.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.2% |
| 7D | -10.0% | +14.5% | -24.6% | -11.0% |
| 30D | -9.1% | +14.9% | -24.0% | -10.2% |
| 3M | +5.1% | -14.2% | +19.3% | +5.9% |
| 6M | +6.4% | +23.7% | -17.4% | +3.3% |
| YTD | +39.7% | +2.1% | +37.6% | +36.8% |
| 1Y | +37.2% | +26.2% | +11.0% | +31.1% |
| 3Y | +37.6% | +470.9% | -433.3% | +5.5% |
| 5Y | +76.5% | -14.0% | +90.5% | +62.2% |
| All | +131.3% | -49.2% | +180.5% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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