+47.6%
XOP vs DLR
+19.9%
+27.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.8% |
| 7D | +2.6% | +1.6% | +1.0% | +2.7% |
| 30D | +15.4% | -3.4% | +18.8% | +15.2% |
| 3M | +12.1% | +0.5% | +11.6% | +12.4% |
| 6M | +19.7% | +4.6% | +15.1% | +18.9% |
| YTD | +52.4% | +23.4% | +29.0% | +43.5% |
| 1Y | +47.6% | +19.0% | +28.5% | +43.3% |
| All | +47.6% | +19.9% | +27.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling