+62.5%
DRAM vs XOP
-0.2%
+62.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.4% | +1.1% | -7.5% |
| 7D | -16.6% | -10.5% | -6.1% | -20.0% |
| 30D | -26.9% | -4.3% | -22.5% | -27.4% |
| 3M | -17.8% | +4.7% | -22.5% | -14.3% |
| 6M | +6.2% | -0.1% | +6.3% | +11.2% |
| All | +62.5% | -0.2% | +62.7% | +72.1% |
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