+55.0%
XOP vs DKS
+203.5%
-148.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +2.6% | -3.0% | +5.6% | +3.3% |
| 30D | +9.6% | -33.4% | +43.0% | +18.9% |
| 3M | +20.4% | -39.4% | +59.7% | +33.2% |
| 6M | +19.9% | -30.1% | +50.0% | +26.6% |
| YTD | +56.4% | -31.0% | +87.4% | +65.2% |
| 1Y | +52.4% | -40.2% | +92.6% | +66.7% |
| 3Y | +39.9% | +30.9% | +8.9% | +19.2% |
| 5Y | +163.7% | +14.0% | +149.7% | +120.6% |
| All | +55.0% | +203.5% | -148.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling