+49.3%
XOP vs DG
+632.1%
-582.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +0.5% | -3.0% | +3.4% | +0.9% |
| 30D | -7.3% | +8.6% | -15.9% | -8.5% |
| 3M | +1.4% | +15.0% | -13.6% | -0.9% |
| 6M | +7.8% | +32.7% | -24.9% | +2.8% |
| YTD | +44.5% | +5.5% | +39.0% | +42.0% |
| 1Y | +37.0% | +34.6% | +2.4% | +29.2% |
| 3Y | +40.8% | +24.2% | +16.6% | +29.9% |
| 5Y | +88.7% | -32.3% | +120.9% | +94.9% |
| 10Y | +49.9% | +111.1% | -61.2% | +16.0% |
| All | +49.3% | +632.1% | -582.8% | -25.2% |
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