+29.7%
XOP vs COO
-25.3%
+55.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -14.7% | +4.7% | -19.4% | -15.2% |
| 30D | -7.7% | +13.9% | -21.6% | -9.1% |
| 3M | +4.4% | -14.9% | +19.4% | +6.7% |
| 6M | +3.5% | +2.0% | +1.5% | +2.4% |
| YTD | +39.4% | -23.9% | +63.3% | +46.1% |
| 1Y | +39.8% | -9.6% | +49.4% | +40.9% |
| 3Y | +29.7% | -25.4% | +55.1% | +28.2% |
| All | +29.7% | -25.3% | +55.0% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling