+39.4%
XOP vs DG
+4.6%
+34.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.1% | +0.5% |
| 7D | +1.0% | -4.8% | +5.8% | +0.8% |
| 30D | +10.8% | +1.8% | +9.1% | +10.9% |
| 3M | +19.5% | +14.5% | +5.0% | +19.9% |
| 6M | +21.6% | -13.6% | +35.1% | +21.7% |
| YTD | +55.8% | -4.8% | +60.7% | +56.0% |
| 1Y | +54.6% | +21.6% | +33.1% | +55.1% |
| All | +39.4% | +4.6% | +34.8% | +30.4% |
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