+153.3%
XOP vs FLR
+238.1%
-84.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +2.6% | -3.5% | +6.1% | +3.6% |
| 30D | +9.6% | +4.2% | +5.4% | +8.3% |
| 3M | +20.4% | +8.1% | +12.3% | +16.2% |
| 6M | +19.9% | +21.5% | -1.6% | +9.6% |
| YTD | +56.4% | +36.8% | +19.6% | +36.3% |
| 1Y | +52.4% | +31.2% | +21.2% | +32.9% |
| 3Y | +39.9% | +53.9% | -14.0% | +2.5% |
| All | +153.3% | +238.1% | -84.8% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling