+42.6%
XOP vs COPX
+200.8%
-158.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | 0.0% |
| 7D | +1.0% | +6.0% | -5.0% | -2.5% |
| 30D | +10.8% | +6.4% | +4.4% | +6.3% |
| 3M | +19.5% | +19.3% | +0.2% | +4.7% |
| 6M | +21.6% | +16.2% | +5.4% | +3.1% |
| YTD | +55.8% | +33.2% | +22.7% | +17.7% |
| 1Y | +54.6% | +90.2% | -35.6% | -8.8% |
| 3Y | +36.6% | +175.7% | -139.0% | -41.2% |
| 5Y | +160.6% | +193.1% | -32.5% | +3.5% |
| 10Y | +56.2% | +619.4% | -563.2% | -68.2% |
| All | +42.6% | +200.8% | -158.2% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling