+6.0%
DIA vs XOP
+9.7%
-3.8%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.3% |
| 7D | +2.1% | +6.3% | -4.2% | +3.0% |
| 30D | +1.5% | -6.6% | +8.1% | +0.4% |
| 3M | -2.4% | +3.6% | -6.0% | -1.7% |
| 6M | +6.0% | +10.8% | -4.8% | +8.1% |
| All | +6.0% | +9.7% | -3.8% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling