+53.8%
XOP vs COO
-0.9%
+54.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +1.5% |
| 7D | +0.6% | -2.3% | +2.9% | +0.5% |
| 30D | +16.5% | -8.8% | +25.3% | +16.0% |
| 3M | +15.7% | +1.3% | +14.4% | +16.1% |
| 6M | +19.2% | -11.6% | +30.8% | +22.3% |
| YTD | +55.0% | -17.4% | +72.4% | +60.7% |
| All | +53.8% | -0.9% | +54.7% | +57.3% |
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