+67.0%
XOP vs COO
+476.3%
-409.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | -14.7% | +4.7% | -19.4% | -16.5% |
| 30D | -7.7% | +13.9% | -21.6% | -12.8% |
| 3M | +4.4% | -14.9% | +19.4% | +9.7% |
| 6M | +3.5% | +2.0% | +1.5% | 0.0% |
| YTD | +39.4% | -23.9% | +63.3% | +51.0% |
| 1Y | +39.8% | -9.6% | +49.4% | +40.5% |
| 3Y | +29.7% | -25.4% | +55.1% | +35.5% |
| 5Y | +78.6% | -41.2% | +119.8% | +101.8% |
| 10Y | +51.8% | +42.1% | +9.8% | +14.8% |
| All | +67.0% | +476.3% | -409.3% | -49.4% |
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 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