+155.1%
XOP vs COMP
-31.2%
+186.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | +2.6% | +1.4% | +1.2% | +2.4% |
| 30D | +15.4% | -13.3% | +28.8% | +16.5% |
| 3M | +12.1% | +41.1% | -29.1% | +8.3% |
| 6M | +19.7% | +17.2% | +2.5% | +16.5% |
| YTD | +52.4% | +5.2% | +47.2% | +49.4% |
| 1Y | +47.6% | +18.9% | +28.6% | +42.1% |
| 3Y | +34.4% | +215.9% | -181.5% | +11.6% |
| All | +155.1% | -31.2% | +186.3% | +156.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling