+17.1%
XOP vs FIVE
+868.1%
-851.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -2.0% |
| 7D | +2.6% | +4.3% | -1.7% | +1.5% |
| 30D | +15.4% | +12.5% | +2.9% | +11.9% |
| 3M | +12.1% | +31.2% | -19.2% | +4.6% |
| 6M | +19.7% | +14.4% | +5.3% | +14.0% |
| YTD | +52.4% | +33.9% | +18.5% | +39.3% |
| 1Y | +47.6% | +65.1% | -17.5% | +27.6% |
| 3Y | +34.4% | +49.0% | -14.6% | +11.4% |
| 5Y | +154.4% | +30.3% | +124.1% | +110.5% |
| 10Y | +54.7% | +481.1% | -426.4% | -14.6% |
| All | +17.1% | +868.1% | -851.1% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling