+10.2%
DIA vs XOP
+38.1%
-27.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.8% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +1.3% | -7.3% | +8.6% | +0.4% |
| 3M | -2.1% | +1.4% | -3.5% | -1.8% |
| 6M | +6.2% | +7.8% | -1.5% | +7.5% |
| YTD | +10.3% | +44.5% | -34.2% | +8.3% |
| All | +10.2% | +38.1% | -27.9% | +8.7% |
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