+86.6%
XOP vs DGX
+460.4%
-373.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.0% | -2.2% | +3.2% | +2.0% |
| 30D | +10.8% | -0.9% | +11.8% | +11.2% |
| 3M | +19.5% | +15.6% | +3.9% | +11.4% |
| 6M | +21.6% | +17.8% | +3.8% | +11.8% |
| YTD | +55.8% | +37.5% | +18.4% | +32.8% |
| 1Y | +54.6% | +31.2% | +23.5% | +34.1% |
| 3Y | +36.6% | +96.6% | -60.0% | -4.7% |
| 5Y | +160.6% | +64.9% | +95.7% | +92.3% |
| 10Y | +56.2% | +254.6% | -198.4% | -31.2% |
| All | +86.6% | +460.4% | -373.7% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling