+155.1%
XOP vs COO
-38.8%
+193.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.5% |
| 7D | +2.6% | -2.2% | +4.8% | +3.1% |
| 30D | +15.4% | -7.0% | +22.5% | +17.4% |
| 3M | +12.1% | +12.2% | -0.1% | +8.4% |
| 6M | +19.7% | -15.1% | +34.8% | +24.5% |
| YTD | +52.4% | -15.1% | +67.5% | +58.4% |
| 1Y | +47.6% | +2.3% | +45.2% | +44.9% |
| 3Y | +34.4% | -23.7% | +58.0% | +39.4% |
| All | +155.1% | -38.8% | +193.9% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling