+47.6%
XOP vs DRI
+6.9%
+40.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.9% |
| 7D | +2.6% | +0.6% | +2.0% | +2.6% |
| 30D | +15.4% | +3.8% | +11.6% | +16.2% |
| 3M | +12.1% | +13.0% | -1.0% | +14.1% |
| 6M | +19.7% | +8.3% | +11.4% | +22.0% |
| YTD | +52.4% | +20.6% | +31.8% | +54.4% |
| 1Y | +47.6% | +6.5% | +41.1% | +51.4% |
| All | +47.6% | +6.9% | +40.6% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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