+54.8%
XOP vs DLR
+172.7%
-117.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.7% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | +9.6% | -2.9% | +12.4% | +10.3% |
| 3M | +16.9% | +3.2% | +13.7% | +15.3% |
| 6M | +24.0% | +3.9% | +20.2% | +21.4% |
| YTD | +56.2% | +21.4% | +34.8% | +46.1% |
| 1Y | +51.8% | +9.7% | +42.1% | +45.9% |
| 3Y | +37.0% | +56.5% | -19.6% | +17.5% |
| 5Y | +163.4% | +41.5% | +121.9% | +128.3% |
| All | +54.8% | +172.7% | -117.9% | +10.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling