+85.6%
XOP vs DVA
+621.4%
-535.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.5% |
| 7D | +0.6% | +2.2% | -1.6% | -0.2% |
| 30D | +16.5% | -2.0% | +18.6% | +17.2% |
| 3M | +15.7% | -6.3% | +22.0% | +17.2% |
| 6M | +19.2% | +19.4% | -0.2% | +7.7% |
| YTD | +55.0% | +58.5% | -3.5% | +23.0% |
| 1Y | +54.2% | +33.9% | +20.3% | +30.5% |
| 3Y | +35.9% | +88.4% | -52.6% | -6.6% |
| 5Y | +162.4% | +39.5% | +122.9% | +94.8% |
| 10Y | +50.2% | +179.5% | -129.3% | -29.7% |
| All | +85.6% | +621.4% | -535.8% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling