+42.9%
XOP vs DLR
+13.8%
+29.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +0.7% |
| 7D | +6.3% | +3.3% | +3.0% | +6.8% |
| 30D | -6.6% | +4.6% | -11.2% | -5.8% |
| 3M | +3.6% | -8.3% | +11.8% | +2.3% |
| 6M | +10.8% | -5.6% | +16.4% | +10.5% |
| YTD | +48.3% | +18.7% | +29.5% | +41.8% |
| 1Y | +42.9% | +17.1% | +25.8% | +37.7% |
| All | +42.9% | +13.8% | +29.1% | +37.7% |
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