+1,145.9%
DELL vs XOP
+158.8%
+987.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.8% | +11.9% |
| 7D | +8.2% | +2.6% | +5.6% | +7.1% |
| 30D | +17.1% | +9.6% | +7.5% | +12.5% |
| 3M | +45.2% | +20.4% | +24.8% | +33.5% |
| 6M | +286.8% | +19.9% | +266.9% | +250.9% |
| YTD | +354.8% | +56.4% | +298.4% | +265.5% |
| 1Y | +358.3% | +52.4% | +305.8% | +271.1% |
| 3Y | +724.9% | +39.9% | +685.0% | +582.1% |
| All | +1,145.9% | +158.8% | +987.1% | +751.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling