+32.9%
DIS vs XOP
+49.8%
-16.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | -0.4% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +10.3% | -7.3% | +17.6% | +12.3% |
| 3M | +15.6% | +1.4% | +14.2% | +14.4% |
| 6M | +15.1% | +7.8% | +7.4% | +11.2% |
| YTD | +6.0% | +44.5% | -38.5% | -7.6% |
| 1Y | +5.7% | +37.0% | -31.3% | -6.4% |
| 3Y | +39.8% | +40.8% | -1.0% | +21.0% |
| 5Y | -23.9% | +88.7% | -112.5% | -41.3% |
| 10Y | +32.9% | +49.9% | -16.9% | -14.4% |
| All | +32.9% | +49.8% | -16.8% | -14.4% |
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