+19.9%
XOP vs DGX
+18.5%
+1.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.5% |
| 7D | +2.6% | -0.9% | +3.5% | +2.4% |
| 30D | +9.6% | -1.2% | +10.8% | +9.3% |
| 3M | +20.4% | +15.8% | +4.6% | +23.4% |
| 6M | +19.9% | +18.2% | +1.7% | +23.6% |
| All | +19.9% | +18.5% | +1.4% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling