+163.4%
XOP vs DE
+97.0%
+66.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.6% | -2.4% | +4.0% | +2.6% |
| 30D | +9.6% | +9.7% | -0.1% | +5.1% |
| 3M | +16.9% | +21.4% | -4.4% | +6.3% |
| 6M | +24.0% | +15.0% | +9.0% | +14.4% |
| YTD | +56.2% | +46.4% | +9.8% | +26.5% |
| 1Y | +51.8% | +45.6% | +6.2% | +22.6% |
| 3Y | +37.0% | +76.8% | -39.8% | -2.4% |
| 5Y | +163.4% | +99.4% | +64.0% | +70.5% |
| All | +163.4% | +97.0% | +66.4% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling