+82.5%
XOP vs COO
+543.1%
-460.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.2% |
| 7D | +2.6% | -2.2% | +4.8% | +3.5% |
| 30D | +15.4% | -7.0% | +22.5% | +18.8% |
| 3M | +12.1% | +12.2% | -0.1% | +5.9% |
| 6M | +19.7% | -15.1% | +34.8% | +26.1% |
| YTD | +52.4% | -15.1% | +67.5% | +60.4% |
| 1Y | +47.6% | +2.3% | +45.2% | +42.7% |
| 3Y | +34.4% | -23.7% | +58.0% | +41.4% |
| 5Y | +154.4% | -38.9% | +193.3% | +188.2% |
| 10Y | +54.7% | +49.9% | +4.8% | +16.2% |
| All | +82.5% | +543.1% | -460.5% | -46.3% |
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 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