+638.0%
XYZ vs XOP
+47.9%
+590.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +14.9% | -10.0% | +24.9% | +19.0% |
| 30D | +14.7% | -9.1% | +23.7% | +17.9% |
| 3M | +12.1% | +5.1% | +7.0% | +8.6% |
| 6M | +18.3% | +6.4% | +11.9% | +13.0% |
| YTD | +36.1% | +39.7% | -3.7% | +14.9% |
| 1Y | +35.3% | +37.2% | -1.9% | +14.8% |
| 3Y | +73.5% | +37.6% | +35.8% | +45.8% |
| 5Y | -61.6% | +76.5% | -138.1% | -70.5% |
| 10Y | +638.0% | +42.6% | +595.4% | +471.8% |
| All | +638.0% | +47.9% | +590.1% | +471.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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