+54.8%
XOP vs IT
+92.9%
-38.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +1.6% | -12.7% | +14.3% | +6.1% |
| 30D | +9.6% | -8.9% | +18.5% | +12.4% |
| 3M | +16.9% | +10.1% | +6.8% | +10.0% |
| 6M | +24.0% | +7.3% | +16.8% | +16.2% |
| YTD | +56.2% | -32.4% | +88.6% | +72.3% |
| 1Y | +51.8% | -26.6% | +78.4% | +59.9% |
| 3Y | +37.0% | -51.8% | +88.8% | +63.8% |
| 5Y | +163.4% | -45.6% | +209.0% | +184.2% |
| All | +54.8% | +92.9% | -38.1% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling