+45.3%
XOP vs FIVE
+63.3%
-18.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.7% | -13.1% | -5.6% |
| 7D | -10.5% | +7.5% | -18.0% | -9.7% |
| 30D | -4.3% | +16.7% | -21.1% | -2.7% |
| 3M | +4.7% | +13.4% | -8.7% | +6.0% |
| 6M | -0.1% | +9.0% | -9.1% | +0.9% |
| YTD | +43.8% | +33.8% | +10.0% | +44.4% |
| 1Y | +45.3% | +61.2% | -15.9% | +46.6% |
| All | +45.3% | +63.3% | -18.0% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling