-9.5%
DASH vs XOP
+248.6%
-258.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -4.5% | +6.3% | -10.9% | -6.0% |
| 30D | -6.8% | -6.6% | -0.2% | -5.6% |
| 3M | -20.7% | +3.6% | -24.2% | -22.1% |
| 6M | +15.1% | +10.8% | +4.3% | +10.1% |
| YTD | -24.3% | +48.3% | -72.5% | -34.9% |
| 1Y | -12.1% | +42.9% | -55.1% | -23.6% |
| 3Y | +91.1% | +43.3% | +47.8% | +61.8% |
| 5Y | -30.3% | +94.0% | -124.2% | -46.3% |
| All | -9.5% | +248.6% | -258.1% | -46.1% |
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