-41.5%
DIS vs XOP
+156.8%
-198.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | +0.1% | +16.5% | -16.4% | -4.2% |
| 3M | +7.1% | +15.7% | -8.6% | +2.2% |
| 6M | +4.3% | +19.2% | -14.9% | -2.7% |
| YTD | -6.9% | +55.0% | -61.9% | -20.7% |
| 1Y | -10.3% | +54.2% | -64.5% | -23.8% |
| 3Y | +32.8% | +35.9% | -3.0% | +15.2% |
| 5Y | -41.5% | +162.4% | -203.9% | -59.7% |
| All | -41.5% | +156.8% | -198.3% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling