+533.2%
XYZ vs XOP
+54.3%
+478.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -1.0% | +2.6% | -3.5% | -2.0% |
| 30D | -1.7% | +15.4% | -17.2% | -7.1% |
| 3M | +16.7% | +12.1% | +4.7% | +10.9% |
| 6M | +26.9% | +19.7% | +7.2% | +15.9% |
| YTD | +27.1% | +52.4% | -25.2% | +5.5% |
| 1Y | +9.3% | +47.6% | -38.3% | -8.6% |
| 3Y | +42.3% | +34.4% | +7.9% | +22.3% |
| 5Y | -69.3% | +154.4% | -223.7% | -78.9% |
| 10Y | +586.8% | +54.7% | +532.1% | +396.4% |
| All | +533.2% | +54.3% | +478.9% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling