+85.6%
XOP vs DE
+2,435.4%
-2,349.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.9% |
| 7D | +0.6% | +0.7% | -0.1% | +0.1% |
| 30D | +16.5% | +9.6% | +6.9% | +9.1% |
| 3M | +15.7% | +19.0% | -3.3% | +1.5% |
| 6M | +19.2% | +16.1% | +3.1% | +4.5% |
| YTD | +55.0% | +47.0% | +7.9% | +14.8% |
| 1Y | +54.2% | +43.1% | +11.0% | +15.4% |
| 3Y | +35.9% | +77.5% | -41.6% | -15.1% |
| 5Y | +162.4% | +96.4% | +66.1% | +46.8% |
| 10Y | +50.2% | +852.9% | -802.7% | -73.1% |
| All | +85.6% | +2,435.4% | -2,349.8% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling