+95.9%
XOP vs FOXA
+90.3%
+5.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +0.6% | -0.6% | +1.2% | +0.9% |
| 30D | +16.5% | +2.3% | +14.2% | +14.8% |
| 3M | +15.7% | -2.8% | +18.6% | +15.2% |
| 6M | +19.2% | +9.6% | +9.6% | +10.6% |
| YTD | +55.0% | -9.9% | +64.8% | +58.5% |
| 1Y | +54.2% | +5.4% | +48.8% | +43.5% |
| 3Y | +35.9% | +115.3% | -79.4% | -16.7% |
| 5Y | +162.4% | +93.1% | +69.3% | +66.4% |
| All | +95.9% | +90.3% | +5.6% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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