+88.7%
XOP vs DLR
+39.4%
+49.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +0.5% | -2.0% | +2.5% | +0.8% |
| 30D | -7.3% | +0.5% | -7.8% | -7.5% |
| 3M | +1.4% | -4.4% | +5.8% | +2.0% |
| 6M | +7.8% | -6.4% | +14.2% | +8.5% |
| YTD | +44.5% | +19.5% | +25.0% | +36.5% |
| 1Y | +37.0% | +10.5% | +26.5% | +31.9% |
| 3Y | +40.8% | +54.0% | -13.2% | +24.2% |
| 5Y | +88.7% | +39.7% | +48.9% | +56.2% |
| All | +88.7% | +39.4% | +49.3% | +56.2% |
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