+47.6%
XOP vs COO
+4.1%
+43.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.9% |
| 7D | +2.6% | -2.2% | +4.8% | +2.4% |
| 30D | +15.4% | -7.0% | +22.5% | +15.0% |
| 3M | +12.1% | +12.2% | -0.1% | +12.9% |
| 6M | +19.7% | -15.1% | +34.8% | +24.5% |
| YTD | +52.4% | -15.1% | +67.5% | +58.2% |
| 1Y | +47.6% | +2.3% | +45.2% | +51.4% |
| All | +47.6% | +4.1% | +43.4% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling