+57.4%
XOP vs DG
+606.1%
-548.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | +2.6% | +8.4% | -5.8% | +1.4% |
| 30D | +15.4% | +4.9% | +10.5% | +14.6% |
| 3M | +12.1% | +29.3% | -17.3% | +7.7% |
| 6M | +19.7% | -11.3% | +30.9% | +21.2% |
| YTD | +52.4% | +1.8% | +50.6% | +50.9% |
| 1Y | +47.6% | +25.3% | +22.2% | +40.9% |
| 3Y | +34.4% | +9.1% | +25.3% | +27.2% |
| 5Y | +154.4% | -34.9% | +189.3% | +164.9% |
| 10Y | +54.7% | +108.2% | -53.5% | +20.0% |
| All | +57.4% | +606.1% | -548.7% | -20.5% |
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 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