+51.7%
XOP vs DRI
+331.7%
-280.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | +6.3% | +1.1% | +5.3% | +5.9% |
| 30D | -6.6% | +9.7% | -16.3% | -10.4% |
| 3M | +3.6% | +3.2% | +0.4% | +1.4% |
| 6M | +10.8% | +20.6% | -9.8% | +0.7% |
| YTD | +48.3% | +28.3% | +20.0% | +29.6% |
| 1Y | +42.9% | +34.5% | +8.4% | +22.0% |
| 3Y | +43.3% | +66.5% | -23.2% | +8.2% |
| 5Y | +94.0% | +79.6% | +14.3% | +37.9% |
| All | +51.7% | +331.7% | -280.1% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling