+139.8%
XOP vs DT
+103.5%
+36.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +2.6% | -3.3% | +5.9% | +3.3% |
| 30D | +15.4% | +2.0% | +13.4% | +14.7% |
| 3M | +12.1% | +20.0% | -7.9% | +6.4% |
| 6M | +19.7% | +39.3% | -19.6% | +8.6% |
| YTD | +52.4% | +19.8% | +32.6% | +42.9% |
| 1Y | +47.6% | +4.3% | +43.3% | +42.9% |
| 3Y | +34.4% | +7.7% | +26.7% | +26.6% |
| 5Y | +154.4% | -26.8% | +181.2% | +152.4% |
| All | +139.8% | +103.5% | +36.3% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling