-16.8%
XOP vs FIVN
+292.8%
-309.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.1% | +7.8% | +2.4% |
| 7D | +0.6% | -8.2% | +8.8% | +1.5% |
| 30D | +16.5% | -8.1% | +24.7% | +17.4% |
| 3M | +15.7% | +34.9% | -19.2% | +10.9% |
| 6M | +19.2% | +72.6% | -53.4% | +10.1% |
| YTD | +55.0% | +55.8% | -0.8% | +44.1% |
| 1Y | +54.2% | +17.1% | +37.0% | +47.9% |
| 3Y | +35.9% | -54.3% | +90.2% | +41.2% |
| 5Y | +162.4% | -81.6% | +244.0% | +190.3% |
| 10Y | +50.2% | +109.2% | -59.0% | +14.8% |
| All | -16.8% | +292.8% | -309.6% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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