+82.5%
XOP vs IT
+1,220.3%
-1,137.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +1.2% |
| 7D | +2.6% | -6.0% | +8.6% | +5.1% |
| 30D | +15.4% | 0.0% | +15.4% | +14.9% |
| 3M | +12.1% | +13.1% | -1.0% | +2.5% |
| 6M | +19.7% | +11.7% | +8.0% | +8.2% |
| YTD | +52.4% | -26.1% | +78.5% | +62.9% |
| 1Y | +47.6% | -21.3% | +68.8% | +50.7% |
| 3Y | +34.4% | -46.7% | +81.1% | +56.1% |
| 5Y | +154.4% | -40.5% | +194.9% | +167.9% |
| 10Y | +54.7% | +103.9% | -49.2% | -20.7% |
| All | +82.5% | +1,220.3% | -1,137.7% | -61.5% |
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