+73.1%
XOP vs COO
+481.5%
-408.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | +0.5% | -2.3% | +2.8% | +1.4% |
| 30D | -7.3% | +13.3% | -20.6% | -12.2% |
| 3M | +1.4% | -18.1% | +19.5% | +8.1% |
| 6M | +7.8% | +6.7% | +1.1% | +2.2% |
| YTD | +44.5% | -23.2% | +67.7% | +55.9% |
| 1Y | +37.0% | -12.3% | +49.3% | +39.5% |
| 3Y | +40.8% | -23.6% | +64.3% | +45.5% |
| 5Y | +88.7% | -38.7% | +127.4% | +109.6% |
| 10Y | +49.9% | +42.2% | +7.7% | +13.2% |
| All | +73.1% | +481.5% | -408.4% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling