+37.6%
XOP vs FDX
+70.4%
-32.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.5% |
| 7D | -10.0% | +0.2% | -10.2% | -10.1% |
| 30D | -9.1% | +9.3% | -18.4% | -10.8% |
| 3M | +5.1% | +0.5% | +4.6% | +4.7% |
| 6M | +6.4% | +5.3% | +1.1% | +4.4% |
| YTD | +39.7% | +38.6% | +1.1% | +24.9% |
| 1Y | +37.2% | +53.5% | -16.3% | +18.5% |
| 3Y | +37.6% | +74.2% | -36.6% | +3.1% |
| All | +37.6% | +70.4% | -32.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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