+67.0%
XOP vs D
+336.9%
-269.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.7% |
| 7D | -14.7% | +3.0% | -17.7% | -16.4% |
| 30D | -7.7% | +11.5% | -19.2% | -13.7% |
| 3M | +4.4% | +3.7% | +0.7% | +1.6% |
| 6M | +3.5% | +13.5% | -10.0% | -5.1% |
| YTD | +39.4% | +20.7% | +18.7% | +22.7% |
| 1Y | +39.8% | +18.2% | +21.6% | +24.2% |
| 3Y | +29.7% | +73.3% | -43.7% | -12.7% |
| 5Y | +78.6% | +12.3% | +66.3% | +54.8% |
| 10Y | +51.8% | +43.4% | +8.4% | -6.1% |
| All | +67.0% | +336.9% | -269.9% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling