+82.5%
XOP vs DLR
+1,556.7%
-1,474.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +2.6% | +1.6% | +1.0% | +2.0% |
| 30D | +15.4% | -3.4% | +18.8% | +16.6% |
| 3M | +12.1% | +0.5% | +11.6% | +10.8% |
| 6M | +19.7% | +4.6% | +15.1% | +15.9% |
| YTD | +52.4% | +23.4% | +29.0% | +38.5% |
| 1Y | +47.6% | +19.0% | +28.5% | +35.6% |
| 3Y | +34.4% | +56.5% | -22.2% | +9.0% |
| 5Y | +154.4% | +33.3% | +121.1% | +112.0% |
| 10Y | +54.7% | +165.1% | -110.5% | -8.0% |
| All | +82.5% | +1,556.7% | -1,474.1% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling