+34.8%
DIS vs XOP
+35.1%
-0.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.6% | +2.6% | -5.1% | -3.1% |
| 30D | +3.5% | +15.4% | -12.0% | 0.0% |
| 3M | +6.8% | +12.1% | -5.2% | +3.6% |
| 6M | +3.0% | +19.7% | -16.7% | -3.8% |
| YTD | -6.7% | +52.4% | -59.1% | -20.7% |
| 1Y | -10.1% | +47.6% | -57.6% | -22.9% |
| All | +34.8% | +35.1% | -0.3% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling