-5.2%
DASH vs XOP
+227.8%
-233.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.4% | -14.7% | +15.1% | +4.2% |
| 30D | -6.0% | -7.7% | +1.6% | -4.7% |
| 3M | -15.8% | +4.4% | -20.2% | -17.6% |
| 6M | +7.0% | +3.5% | +3.4% | +4.1% |
| YTD | -20.7% | +39.4% | -60.1% | -30.7% |
| 1Y | -8.5% | +39.8% | -48.3% | -20.3% |
| 3Y | +101.8% | +29.7% | +72.1% | +75.8% |
| 5Y | -9.6% | +78.6% | -88.1% | -29.1% |
| All | -5.2% | +227.8% | -233.0% | -42.7% |
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