+55.0%
XOP vs JBLU
-72.4%
+127.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.6% | -5.0% | +7.6% | +3.7% |
| 30D | +9.6% | -23.9% | +33.5% | +15.9% |
| 3M | +20.4% | -11.6% | +32.0% | +21.3% |
| 6M | +19.9% | -0.2% | +20.1% | +13.4% |
| YTD | +56.4% | -3.3% | +59.7% | +46.6% |
| 1Y | +52.4% | -15.4% | +67.8% | +47.0% |
| 3Y | +39.9% | -14.7% | +54.6% | +10.9% |
| 5Y | +163.7% | -70.0% | +233.8% | +190.7% |
| All | +55.0% | -72.4% | +127.4% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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