+639.6%
DIA vs XOP
+69.0%
+570.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +0.9% | -8.4% | +9.3% | +3.3% |
| 30D | +1.1% | -8.4% | +9.5% | +3.4% |
| 3M | -2.9% | +0.2% | -3.0% | -3.4% |
| 6M | +5.9% | +7.2% | -1.3% | +2.7% |
| YTD | +9.8% | +40.8% | -31.0% | -2.7% |
| 1Y | +11.7% | +36.3% | -24.6% | -0.1% |
| 3Y | +59.5% | +37.2% | +22.4% | +39.9% |
| 5Y | +57.5% | +86.6% | -29.1% | +20.9% |
| 10Y | +235.9% | +44.0% | +191.9% | +143.1% |
| All | +639.6% | +69.0% | +570.6% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling