+162.4%
XOP vs DAR
-8.5%
+170.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +0.5% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | +16.5% | +13.0% | +3.6% | +10.5% |
| 3M | +15.7% | +15.0% | +0.7% | +8.8% |
| 6M | +19.2% | +26.8% | -7.6% | +7.5% |
| YTD | +55.0% | +86.4% | -31.5% | +19.0% |
| 1Y | +54.2% | +115.1% | -60.9% | +10.5% |
| 3Y | +35.9% | +14.6% | +21.2% | +23.2% |
| 5Y | +162.4% | -8.8% | +171.2% | +161.5% |
| All | +162.4% | -8.5% | +170.9% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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