+75.9%
XOP vs IT
+1,251.6%
-1,175.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +2.1% |
| 7D | +5.2% | -3.7% | +8.8% | +6.8% |
| 30D | -8.4% | -3.1% | -5.3% | -8.3% |
| 3M | +2.9% | +6.3% | -3.4% | -2.2% |
| 6M | +8.8% | +24.8% | -15.9% | -7.4% |
| YTD | +46.9% | -24.4% | +71.3% | +52.3% |
| 1Y | +41.5% | -17.1% | +58.6% | +40.0% |
| 3Y | +43.1% | -53.6% | +96.8% | +77.3% |
| 5Y | +92.2% | -42.5% | +134.7% | +103.3% |
| 10Y | +52.3% | +88.8% | -36.5% | -20.0% |
| All | +75.9% | +1,251.6% | -1,175.6% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling