+39.7%
XOP vs COPX
+149.6%
-109.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | +1.5% |
| 7D | +1.6% | -2.9% | +4.5% | +2.1% |
| 30D | +9.6% | 0.0% | +9.6% | +9.4% |
| 3M | +16.9% | +14.8% | +2.1% | +13.1% |
| 6M | +24.0% | +7.0% | +17.0% | +20.4% |
| YTD | +56.2% | +23.8% | +32.4% | +41.1% |
| 1Y | +51.8% | +75.7% | -23.9% | +18.7% |
| All | +39.7% | +149.6% | -109.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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