+77.6%
XOP vs DD
+305.0%
-227.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | +6.3% | +5.0% | +1.4% | +3.1% |
| 30D | -6.6% | +19.7% | -26.3% | -16.9% |
| 3M | +3.6% | +7.2% | -3.6% | -1.8% |
| 6M | +10.8% | +1.0% | +9.7% | +7.5% |
| YTD | +48.3% | +29.1% | +19.2% | +20.3% |
| 1Y | +42.9% | +28.5% | +14.5% | +16.1% |
| 3Y | +43.3% | +89.4% | -46.2% | -13.5% |
| 5Y | +94.0% | +67.1% | +26.8% | +23.8% |
| 10Y | +53.7% | +97.5% | -43.8% | -14.8% |
| All | +77.6% | +305.0% | -227.5% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling