+54.8%
XOP vs DG
+99.2%
-44.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +1.6% | -6.3% | +7.9% | +2.2% |
| 30D | +9.6% | +2.4% | +7.2% | +9.3% |
| 3M | +16.9% | +12.4% | +4.5% | +15.3% |
| 6M | +24.0% | -14.9% | +39.0% | +25.8% |
| YTD | +56.2% | -6.1% | +62.3% | +56.4% |
| 1Y | +51.8% | +17.9% | +33.9% | +47.5% |
| 3Y | +37.0% | +3.1% | +33.8% | +32.2% |
| 5Y | +163.4% | -38.7% | +202.0% | +179.8% |
| All | +54.8% | +99.2% | -44.4% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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