+77.6%
XOP vs FLR
+36.6%
+40.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | +6.3% | +5.4% | +1.0% | +3.7% |
| 30D | -6.6% | +2.8% | -9.4% | -8.3% |
| 3M | +3.6% | -6.4% | +10.0% | +5.5% |
| 6M | +10.8% | +8.8% | +2.0% | +2.2% |
| YTD | +48.3% | +23.6% | +24.7% | +25.1% |
| 1Y | +42.9% | +13.8% | +29.1% | +24.8% |
| 3Y | +43.3% | +36.5% | +6.8% | +3.1% |
| 5Y | +94.0% | +119.3% | -25.4% | +5.9% |
| 10Y | +53.7% | +8.0% | +45.8% | -6.7% |
| All | +77.6% | +36.6% | +40.9% | -15.2% |
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