+39.4%
XOP vs FLR
+56.0%
-16.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +1.0% |
| 7D | +1.0% | -3.1% | +4.1% | +1.4% |
| 30D | +10.8% | +4.9% | +5.9% | +10.0% |
| 3M | +19.5% | +10.8% | +8.6% | +16.6% |
| 6M | +21.6% | +19.7% | +1.9% | +15.8% |
| YTD | +55.8% | +38.4% | +17.5% | +43.0% |
| 1Y | +54.6% | +34.7% | +20.0% | +41.4% |
| All | +39.4% | +56.0% | -16.6% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling