+37.6%
XOP vs COMP
+431.5%
-393.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | +0.2% |
| 7D | -10.0% | +14.5% | -24.6% | -10.0% |
| 30D | -9.1% | +14.9% | -24.0% | -9.0% |
| 3M | +5.1% | -14.2% | +19.3% | +5.2% |
| 6M | +6.4% | +23.7% | -17.4% | +5.8% |
| YTD | +39.7% | +2.1% | +37.6% | +40.7% |
| 1Y | +37.2% | +26.2% | +11.0% | +35.8% |
| 3Y | +37.6% | +470.9% | -433.3% | +19.5% |
| All | +37.6% | +431.5% | -393.9% | +19.5% |
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