+87.1%
XOP vs DHI
+637.3%
-550.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +1.0% |
| 7D | +1.6% | -6.1% | +7.8% | +3.5% |
| 30D | +9.6% | -10.1% | +19.7% | +12.8% |
| 3M | +16.9% | -7.3% | +24.2% | +18.3% |
| 6M | +24.0% | -6.1% | +30.2% | +23.7% |
| YTD | +56.2% | -5.0% | +61.2% | +54.5% |
| 1Y | +51.8% | -22.1% | +73.9% | +58.9% |
| 3Y | +37.0% | +19.2% | +17.7% | +20.5% |
| 5Y | +163.4% | +59.4% | +104.0% | +103.7% |
| 10Y | +56.6% | +401.8% | -345.2% | -20.0% |
| All | +87.1% | +637.3% | -550.2% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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