+29.7%
XOP vs COMP
+353.8%
-324.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.7% | -10.9% | -0.2% |
| 7D | -14.7% | +13.4% | -28.2% | -14.7% |
| 30D | -7.7% | +11.1% | -18.8% | -7.7% |
| 3M | +4.4% | -18.8% | +23.3% | +4.6% |
| 6M | +3.5% | +10.5% | -7.0% | +3.1% |
| YTD | +39.4% | -3.4% | +42.8% | +40.3% |
| 1Y | +39.8% | +19.7% | +20.1% | +38.2% |
| 3Y | +29.7% | +381.6% | -351.9% | +11.8% |
| All | +29.7% | +353.8% | -324.1% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling