+153.3%
XOP vs COPX
+163.4%
-10.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.6% | -2.3% | +5.0% | +3.3% |
| 30D | +9.6% | +0.3% | +9.3% | +9.1% |
| 3M | +20.4% | +6.8% | +13.5% | +16.1% |
| 6M | +19.9% | +7.9% | +12.0% | +11.8% |
| YTD | +56.4% | +23.7% | +32.7% | +33.2% |
| 1Y | +52.4% | +71.5% | -19.1% | +8.6% |
| 3Y | +39.9% | +149.1% | -109.2% | -23.8% |
| All | +153.3% | +163.4% | -10.1% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling