+42.6%
XOP vs FIVE
+596.6%
-553.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.4% | -1.1% |
| 7D | -10.0% | +6.2% | -16.2% | -11.5% |
| 30D | -9.1% | +18.2% | -27.2% | -12.9% |
| 3M | +5.1% | +3.8% | +1.2% | +3.3% |
| 6M | +6.4% | +13.7% | -7.3% | +1.5% |
| YTD | +39.7% | +34.7% | +5.0% | +26.3% |
| 1Y | +37.2% | +66.6% | -29.4% | +17.1% |
| 3Y | +37.6% | +44.3% | -6.7% | +13.9% |
| 5Y | +76.5% | +18.8% | +57.7% | +49.3% |
| 10Y | +42.6% | +569.2% | -526.6% | -19.2% |
| All | +42.6% | +596.6% | -553.9% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling