+50.5%
DRAM vs XOP
-3.1%
+53.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.4% |
| 7D | -9.8% | -10.0% | +0.2% | -13.0% |
| 30D | -26.9% | -9.1% | -17.9% | -28.9% |
| 3M | -17.4% | +5.1% | -22.5% | -13.2% |
| 6M | -20.9% | +6.4% | -27.3% | -14.6% |
| All | +50.5% | -3.1% | +53.6% | +58.0% |
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