+55.0%
XOP vs DD
+66.6%
-11.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.6% | -3.5% | +6.1% | +4.9% |
| 30D | +9.6% | -11.7% | +21.2% | +18.1% |
| 3M | +20.4% | -9.2% | +29.6% | +26.6% |
| 6M | +19.9% | -7.2% | +27.1% | +21.3% |
| YTD | +56.4% | +6.6% | +49.8% | +42.8% |
| 1Y | +52.4% | +32.0% | +20.4% | +18.7% |
| 3Y | +39.9% | +42.1% | -2.2% | -1.5% |
| 5Y | +163.7% | +58.1% | +105.7% | +64.9% |
| All | +55.0% | +66.6% | -11.6% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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