+159.2%
XOP vs DG
-37.9%
+197.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +1.8% |
| 7D | +0.6% | -2.5% | +3.1% | +0.7% |
| 30D | +16.5% | +1.0% | +15.5% | +16.5% |
| 3M | +15.7% | +20.3% | -4.6% | +14.8% |
| 6M | +19.2% | -11.7% | +30.9% | +19.9% |
| YTD | +55.0% | -2.3% | +57.3% | +55.0% |
| 1Y | +54.2% | +20.0% | +34.2% | +52.2% |
| 3Y | +35.9% | +7.2% | +28.6% | +33.9% |
| All | +159.2% | -37.9% | +197.1% | +186.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling