+160.6%
XOP vs IT
-45.7%
+206.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.8% |
| 7D | +1.0% | -9.1% | +10.1% | +2.4% |
| 30D | +10.8% | -12.2% | +23.0% | +12.9% |
| 3M | +19.5% | +7.8% | +11.6% | +16.6% |
| 6M | +21.6% | +2.0% | +19.6% | +19.3% |
| YTD | +55.8% | -32.7% | +88.6% | +66.2% |
| 1Y | +54.6% | -31.1% | +85.7% | +62.9% |
| 3Y | +36.6% | -52.1% | +88.7% | +55.7% |
| 5Y | +160.6% | -46.3% | +206.9% | +179.9% |
| All | +160.6% | -45.7% | +206.3% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling