+67.3%
XOP vs DAR
+1,072.5%
-1,005.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.4% | -1.9% |
| 7D | -10.0% | -2.8% | -7.3% | -8.9% |
| 30D | -9.1% | -12.8% | +3.8% | -3.3% |
| 3M | +5.1% | -11.6% | +16.7% | +10.7% |
| 6M | +6.4% | -16.8% | +23.2% | +14.9% |
| YTD | +39.7% | +45.9% | -6.2% | +16.7% |
| 1Y | +37.2% | +61.5% | -24.2% | +9.1% |
| 3Y | +37.6% | +23.0% | +14.7% | +15.7% |
| 5Y | +76.5% | -35.8% | +112.3% | +94.6% |
| 10Y | +42.6% | +280.4% | -237.7% | -32.1% |
| All | +67.3% | +1,072.5% | -1,005.2% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling