+162.4%
XOP vs M
+24.8%
+137.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.2% |
| 7D | +0.6% | +2.4% | -1.8% | +0.1% |
| 30D | +16.5% | -11.6% | +28.1% | +19.1% |
| 3M | +15.7% | +1.6% | +14.1% | +14.6% |
| 6M | +19.2% | +25.2% | -6.0% | +12.7% |
| YTD | +55.0% | +3.8% | +51.2% | +51.6% |
| 1Y | +54.2% | +36.3% | +17.8% | +41.7% |
| 3Y | +35.9% | +116.3% | -80.5% | +5.8% |
| 5Y | +162.4% | +28.2% | +134.2% | +119.0% |
| All | +162.4% | +24.8% | +137.6% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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