+45.3%
XOP vs DLR
+11.0%
+34.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -6.0% |
| 7D | -10.5% | +2.8% | -13.4% | -10.1% |
| 30D | -4.3% | +2.8% | -7.1% | -3.9% |
| 3M | +4.7% | -4.0% | +8.7% | +4.2% |
| 6M | -0.1% | -5.6% | +5.5% | 0.0% |
| YTD | +43.8% | +21.9% | +21.9% | +37.2% |
| 1Y | +45.3% | +13.0% | +32.3% | +44.4% |
| All | +45.3% | +11.0% | +34.3% | +44.4% |
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