+85.6%
XOP vs FLR
+58.0%
+27.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +0.6% | +0.7% | 0.0% | +0.3% |
| 30D | +16.5% | -0.7% | +17.2% | +16.2% |
| 3M | +15.7% | +14.3% | +1.4% | +6.1% |
| 6M | +19.2% | +25.6% | -6.4% | +2.0% |
| YTD | +55.0% | +42.9% | +12.1% | +23.7% |
| 1Y | +54.2% | +38.7% | +15.4% | +22.7% |
| 3Y | +35.9% | +61.8% | -25.9% | -9.2% |
| 5Y | +162.4% | +254.1% | -91.7% | +14.3% |
| 10Y | +50.2% | +20.0% | +30.1% | -12.6% |
| All | +85.6% | +58.0% | +27.6% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling