+20.7%
XYZ vs XOP
+2.0%
+18.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.6% |
| 7D | +12.1% | -14.7% | +26.9% | +4.1% |
| 30D | +12.4% | -7.7% | +20.1% | +7.8% |
| 3M | +8.2% | +4.4% | +3.7% | +9.9% |
| 6M | +20.7% | +3.5% | +17.1% | +23.9% |
| All | +20.7% | +2.0% | +18.7% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling