+39.7%
XOP vs DG
+24.7%
+15.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +0.5% | -3.0% | +3.4% | +0.3% |
| 30D | -7.3% | +8.6% | -15.9% | -6.9% |
| 3M | +1.4% | +15.0% | -13.6% | +2.0% |
| 6M | +7.8% | +32.7% | -24.9% | +8.9% |
| YTD | +44.5% | +5.5% | +39.0% | +45.5% |
| 1Y | +37.0% | +34.6% | +2.4% | +38.3% |
| All | +39.7% | +24.7% | +15.0% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling