+44.0%
XOP vs D
+44.7%
-0.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -8.4% | +2.4% | -10.7% | -9.1% |
| 30D | -8.4% | +10.9% | -19.3% | -11.2% |
| 3M | +0.2% | +2.8% | -2.7% | -0.9% |
| 6M | +7.2% | +12.7% | -5.5% | +3.0% |
| YTD | +40.8% | +20.3% | +20.5% | +32.5% |
| 1Y | +36.3% | +17.1% | +19.2% | +29.1% |
| 3Y | +37.2% | +75.1% | -38.0% | +12.7% |
| 5Y | +86.6% | +13.1% | +73.5% | +75.7% |
| 10Y | +44.0% | +48.3% | -4.2% | +51.8% |
| All | +44.0% | +44.7% | -0.7% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling