+51.7%
XOP vs DG
+105.2%
-53.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | +6.3% | +0.3% | +6.1% | +6.3% |
| 30D | -6.6% | +3.2% | -9.8% | -7.0% |
| 3M | +3.6% | +10.4% | -6.9% | +2.3% |
| 6M | +10.8% | +33.2% | -22.4% | +7.1% |
| YTD | +48.3% | +3.0% | +45.3% | +46.9% |
| 1Y | +42.9% | +31.2% | +11.7% | +37.3% |
| 3Y | +43.3% | +21.8% | +21.5% | +35.0% |
| 5Y | +94.0% | -35.0% | +128.9% | +105.8% |
| All | +51.7% | +105.2% | -53.5% | +22.7% |
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