+57.3%
DRAM vs XOP
+1.9%
+55.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.3% |
| 7D | +18.0% | +5.2% | +12.8% | +19.2% |
| 30D | -17.4% | -8.4% | -9.0% | -20.4% |
| 3M | -20.3% | +2.9% | -23.3% | -18.4% |
| 6M | -14.9% | +8.8% | -23.7% | -8.1% |
| All | +57.3% | +1.9% | +55.4% | +66.8% |
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