+86.6%
XOP vs JBLU
-64.9%
+151.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.3% |
| 7D | +1.0% | -5.6% | +6.6% | +2.2% |
| 30D | +10.8% | -22.3% | +33.2% | +16.9% |
| 3M | +19.5% | -11.0% | +30.4% | +20.0% |
| 6M | +21.6% | -3.1% | +24.7% | +16.2% |
| YTD | +55.8% | -3.7% | +59.6% | +47.0% |
| 1Y | +54.6% | -14.8% | +69.4% | +49.3% |
| 3Y | +36.6% | -15.4% | +52.1% | +13.7% |
| 5Y | +160.6% | -71.4% | +232.0% | +180.8% |
| 10Y | +56.2% | -73.0% | +129.2% | +60.0% |
| All | +86.6% | -64.9% | +151.5% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling