+73.1%
XOP vs DRI
+1,157.3%
-1,084.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | -7.3% | +14.7% | -22.0% | -12.6% |
| 3M | +1.4% | +5.4% | -4.0% | -1.6% |
| 6M | +7.8% | +18.8% | -11.1% | -1.1% |
| YTD | +44.5% | +28.4% | +16.2% | +27.0% |
| 1Y | +37.0% | +37.7% | -0.6% | +16.7% |
| 3Y | +40.8% | +68.0% | -27.2% | +7.7% |
| 5Y | +88.7% | +78.8% | +9.9% | +37.4% |
| 10Y | +49.9% | +334.2% | -284.3% | -29.5% |
| All | +73.1% | +1,157.3% | -1,084.2% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling