+160.6%
XOP vs DLR
+40.9%
+119.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.0% | +2.9% | -1.9% | +0.4% |
| 30D | +10.8% | -1.2% | +12.0% | +11.0% |
| 3M | +19.5% | +2.9% | +16.5% | +18.3% |
| 6M | +21.6% | +6.7% | +14.9% | +18.9% |
| YTD | +55.8% | +23.9% | +32.0% | +46.8% |
| 1Y | +54.6% | +18.6% | +36.0% | +47.1% |
| 3Y | +36.6% | +59.7% | -23.0% | +20.8% |
| 5Y | +160.6% | +42.1% | +118.6% | +130.0% |
| All | +160.6% | +40.9% | +119.7% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling