+4,404.4%
DELL vs XOP
+58.6%
+4,345.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.8% | +11.9% |
| 7D | +8.2% | +2.6% | +5.6% | +7.3% |
| 30D | +17.1% | +9.6% | +7.5% | +13.4% |
| 3M | +45.2% | +20.4% | +24.8% | +35.8% |
| 6M | +286.8% | +19.9% | +266.9% | +258.8% |
| YTD | +354.8% | +56.4% | +298.4% | +285.5% |
| 1Y | +358.3% | +52.4% | +305.8% | +290.7% |
| 3Y | +724.9% | +39.9% | +685.0% | +620.2% |
| 5Y | +1,193.7% | +163.7% | +1,030.0% | +815.5% |
| All | +4,404.4% | +58.6% | +4,345.8% | +2,872.0% |
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 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