-10.3%
DIS vs XOP
+52.0%
-62.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | 0.0% |
| 7D | -1.1% | +0.6% | -1.7% | -1.0% |
| 30D | +0.1% | +16.5% | -16.4% | +2.1% |
| 3M | +7.1% | +15.7% | -8.6% | +9.1% |
| 6M | +4.3% | +19.2% | -14.9% | +3.7% |
| YTD | -6.9% | +55.0% | -61.9% | -12.1% |
| 1Y | -10.3% | +54.2% | -64.5% | -15.2% |
| All | -10.3% | +52.0% | -62.3% | -15.2% |
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