+92.7%
XOP vs D
+13.1%
+79.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +6.3% | -1.4% | +7.7% | +6.7% |
| 30D | -6.6% | +7.7% | -14.3% | -8.4% |
| 3M | +3.6% | -0.3% | +3.8% | +3.4% |
| 6M | +10.8% | +10.1% | +0.7% | +7.7% |
| YTD | +48.3% | +19.1% | +29.2% | +41.0% |
| 1Y | +42.9% | +15.9% | +27.0% | +36.8% |
| 3Y | +43.3% | +75.0% | -31.7% | +19.2% |
| All | +92.7% | +13.1% | +79.6% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling