+152.3%
XOP vs COMP
-47.7%
+199.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.6% |
| 3M | +12.1% | +41.1% | -29.1% | +8.1% |
| 6M | +19.7% | +17.2% | +2.5% | +16.4% |
| YTD | +52.4% | +5.2% | +47.2% | +49.3% |
| 1Y | +47.6% | +18.9% | +28.6% | +41.9% |
| 3Y | +34.4% | +215.9% | -181.5% | +10.9% |
| 5Y | +154.4% | -31.2% | +185.6% | +145.0% |
| All | +152.3% | -47.7% | +199.9% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling