+153.3%
XOP vs DGX
+66.8%
+86.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | +2.6% | -0.9% | +3.5% | +2.7% |
| 30D | +9.6% | -1.2% | +10.8% | +9.7% |
| 3M | +20.4% | +15.8% | +4.6% | +18.2% |
| 6M | +19.9% | +18.2% | +1.7% | +17.3% |
| YTD | +56.4% | +37.2% | +19.2% | +49.3% |
| 1Y | +52.4% | +30.4% | +22.1% | +46.6% |
| 3Y | +39.9% | +96.7% | -56.8% | +25.0% |
| All | +153.3% | +66.8% | +86.5% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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