+92.7%
XOP vs FIVE
+16.7%
+75.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +6.3% | +2.7% | +3.7% | +5.9% |
| 30D | -6.6% | +12.7% | -19.3% | -8.4% |
| 3M | +3.6% | +2.1% | +1.5% | +2.8% |
| 6M | +10.8% | +17.5% | -6.7% | +7.0% |
| YTD | +48.3% | +31.0% | +17.3% | +39.2% |
| 1Y | +42.9% | +67.7% | -24.8% | +28.2% |
| 3Y | +43.3% | +43.4% | -0.1% | +25.6% |
| All | +92.7% | +16.7% | +75.9% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling