+34.2%
DIS vs XOP
+48.6%
-14.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +5.2% | -14.7% | +20.0% | +9.9% |
| 30D | +11.5% | -7.7% | +19.1% | +13.6% |
| 3M | +11.5% | +4.4% | +7.1% | +9.3% |
| 6M | +8.9% | +3.5% | +5.3% | +6.3% |
| YTD | +3.4% | +39.4% | -36.0% | -8.9% |
| 1Y | +7.2% | +39.8% | -32.6% | -5.7% |
| 3Y | +43.3% | +29.7% | +13.7% | +27.1% |
| 5Y | -31.4% | +78.6% | -110.0% | -46.3% |
| All | +34.2% | +48.6% | -14.4% | -12.3% |
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