+16.0%
DIA vs XOP
+54.9%
-38.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.6% |
| 7D | -3.0% | +1.6% | -4.6% | -2.9% |
| 30D | -3.0% | +9.6% | -12.6% | -2.2% |
| 3M | +4.5% | +16.9% | -12.4% | +6.0% |
| 6M | +9.8% | +24.0% | -14.3% | +10.2% |
| YTD | +9.3% | +56.2% | -46.9% | +7.2% |
| 1Y | +16.0% | +51.8% | -35.8% | +14.1% |
| All | +16.0% | +54.9% | -38.9% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling