+47.6%
XOP vs DVA
+35.1%
+12.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | +2.6% | +1.8% | +0.7% | +2.6% |
| 30D | +15.4% | -2.5% | +17.9% | +15.5% |
| 3M | +12.1% | -4.3% | +16.3% | +13.0% |
| 6M | +19.7% | +18.9% | +0.8% | +21.4% |
| YTD | +52.4% | +61.9% | -9.6% | +48.6% |
| 1Y | +47.6% | +35.7% | +11.8% | +42.9% |
| All | +47.6% | +35.1% | +12.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling