+145.8%
XOP vs DT
+101.6%
+44.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | +1.6% | -2.5% | +4.2% | +2.2% |
| 30D | +9.6% | +3.5% | +6.0% | +8.5% |
| 3M | +16.9% | +26.7% | -9.8% | +9.5% |
| 6M | +24.0% | +36.1% | -12.1% | +13.2% |
| YTD | +56.2% | +18.6% | +37.6% | +46.7% |
| 1Y | +51.8% | +7.9% | +43.9% | +45.8% |
| 3Y | +37.0% | +8.6% | +28.4% | +28.7% |
| 5Y | +163.4% | -26.7% | +190.1% | +161.0% |
| All | +145.8% | +101.6% | +44.2% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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