-5.1%
DASH vs XOP
+228.4%
-233.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.9% | -6.5% | -8.7% |
| 7D | +0.5% | -12.7% | +13.3% | +3.7% |
| 30D | -7.1% | -7.6% | +0.5% | -5.7% |
| 3M | -13.2% | +5.8% | -19.0% | -15.4% |
| 6M | +8.3% | -2.7% | +11.0% | +7.3% |
| YTD | -20.6% | +39.7% | -60.2% | -30.7% |
| 1Y | -24.4% | +42.4% | -66.8% | -34.6% |
| 3Y | +94.5% | +26.4% | +68.1% | +71.0% |
| 5Y | -9.4% | +78.9% | -88.4% | -29.0% |
| All | -5.1% | +228.4% | -233.5% | -42.6% |
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