-27.9%
DHR vs XOP
+165.6%
-193.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.4% | +1.0% | -3.4% | -2.6% |
| 30D | -2.2% | +10.8% | -13.0% | -3.9% |
| 3M | +9.0% | +19.5% | -10.5% | +5.2% |
| 6M | +3.5% | +21.6% | -18.1% | -1.1% |
| YTD | -10.1% | +55.8% | -66.0% | -18.8% |
| 1Y | +6.2% | +54.6% | -48.5% | -4.1% |
| 3Y | -5.4% | +36.6% | -42.0% | -14.1% |
| 5Y | -27.9% | +160.6% | -188.5% | -32.9% |
| All | -27.9% | +165.6% | -193.5% | -32.9% |
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