+39.7%
XOP vs DTE
+45.3%
-5.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +1.6% | -2.0% | +3.6% | +2.1% |
| 30D | +9.6% | -2.4% | +12.0% | +10.2% |
| 3M | +16.9% | -7.3% | +24.2% | +18.9% |
| 6M | +24.0% | -7.6% | +31.7% | +25.9% |
| YTD | +56.2% | +5.8% | +50.4% | +51.7% |
| 1Y | +51.8% | +2.3% | +49.4% | +48.7% |
| All | +39.7% | +45.3% | -5.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling