+251.0%
DIA vs XOP
+52.9%
+198.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.2% | +1.0% | -2.2% | -1.5% |
| 30D | -2.7% | +10.8% | -13.5% | -5.1% |
| 3M | +3.3% | +19.5% | -16.2% | -1.4% |
| 6M | +10.4% | +21.6% | -11.2% | +4.2% |
| YTD | +10.0% | +55.8% | -45.8% | -2.7% |
| 1Y | +16.2% | +54.6% | -38.5% | +2.6% |
| 3Y | +58.7% | +36.6% | +22.1% | +42.6% |
| 5Y | +63.6% | +160.6% | -97.1% | +20.3% |
| 10Y | +251.0% | +56.2% | +194.8% | +146.3% |
| All | +251.0% | +52.9% | +198.2% | +146.3% |
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