+82.5%
XOP vs DD
+246.6%
-164.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | +2.6% | -3.5% | +6.1% | +4.8% |
| 30D | +15.4% | -10.3% | +25.8% | +23.1% |
| 3M | +12.1% | -7.5% | +19.6% | +16.3% |
| 6M | +19.7% | -8.0% | +27.7% | +21.8% |
| YTD | +52.4% | +10.5% | +41.9% | +37.2% |
| 1Y | +47.6% | +38.3% | +9.3% | +13.7% |
| 3Y | +34.4% | +42.5% | -8.1% | -2.5% |
| 5Y | +154.4% | +60.2% | +94.2% | +66.6% |
| 10Y | +54.7% | +68.9% | -14.2% | -4.8% |
| All | +82.5% | +246.6% | -164.1% | -21.5% |
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 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