+88.7%
XOP vs DD
+70.3%
+18.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +0.5% | +3.2% | -2.8% | -0.9% |
| 30D | -7.3% | +20.3% | -27.6% | -14.2% |
| 3M | +1.4% | +8.2% | -6.8% | -2.2% |
| 6M | +7.8% | +3.4% | +4.3% | +5.2% |
| YTD | +44.5% | +30.6% | +13.9% | +23.9% |
| 1Y | +37.0% | +30.6% | +6.4% | +17.3% |
| 3Y | +40.8% | +91.1% | -50.3% | -5.7% |
| 5Y | +88.7% | +68.6% | +20.1% | +27.5% |
| All | +88.7% | +70.3% | +18.3% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling