+55.0%
XOP vs DE
+863.9%
-808.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +2.6% | -2.6% | +5.2% | +4.1% |
| 30D | +9.6% | +9.0% | +0.6% | +3.8% |
| 3M | +20.4% | +19.1% | +1.2% | +7.1% |
| 6M | +19.9% | +14.4% | +5.5% | +7.6% |
| YTD | +56.4% | +45.9% | +10.5% | +19.3% |
| 1Y | +52.4% | +43.6% | +8.8% | +16.7% |
| 3Y | +39.9% | +75.9% | -36.0% | -9.0% |
| 5Y | +163.7% | +98.8% | +65.0% | +50.8% |
| All | +55.0% | +863.9% | -808.9% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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