+53.1%
XOP vs DG
+614.5%
-561.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 3M | +3.6% | +10.4% | -6.9% | +1.8% |
| 6M | +10.8% | +33.2% | -22.4% | +5.6% |
| YTD | +48.3% | +3.0% | +45.3% | +46.1% |
| 1Y | +42.9% | +31.2% | +11.7% | +35.2% |
| 3Y | +43.3% | +21.8% | +21.5% | +32.5% |
| 5Y | +94.0% | -35.0% | +128.9% | +101.8% |
| 10Y | +53.7% | +106.0% | -52.3% | +19.3% |
| All | +53.1% | +614.5% | -561.4% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling