+163.4%
XOP vs DVA
+40.8%
+122.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +9.6% | +1.7% | +7.9% | +9.3% |
| 3M | +16.9% | -8.7% | +25.6% | +18.1% |
| 6M | +24.0% | +19.7% | +4.4% | +20.0% |
| YTD | +56.2% | +59.6% | -3.4% | +43.2% |
| 1Y | +51.8% | +37.1% | +14.7% | +42.7% |
| 3Y | +37.0% | +89.8% | -52.8% | +19.6% |
| 5Y | +163.4% | +47.4% | +116.0% | +151.1% |
| All | +163.4% | +40.8% | +122.5% | +151.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling