+75.9%
XOP vs DLR
+1,524.5%
-1,448.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.2% |
| 7D | +5.2% | +5.0% | +0.1% | +3.3% |
| 30D | -8.4% | +3.0% | -11.4% | -9.5% |
| 3M | +2.9% | -6.3% | +9.2% | +4.8% |
| 6M | +8.8% | -4.8% | +13.6% | +9.1% |
| YTD | +46.9% | +21.0% | +25.9% | +33.9% |
| 1Y | +41.5% | +15.1% | +26.3% | +31.3% |
| 3Y | +43.1% | +56.0% | -12.9% | +16.1% |
| 5Y | +92.2% | +39.1% | +53.1% | +57.4% |
| 10Y | +52.3% | +193.3% | -140.9% | -13.3% |
| All | +75.9% | +1,524.5% | -1,448.5% | -49.0% |
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 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