+52.6%
XOM vs D
+23.9%
+28.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.4% | -9.1% | -4.7% |
| 7D | -7.0% | +8.5% | -15.5% | -7.4% |
| 30D | +3.2% | +14.3% | -11.1% | +2.4% |
| 3M | +10.7% | +1.8% | +8.9% | +10.8% |
| 6M | +11.6% | +13.0% | -1.4% | +10.5% |
| YTD | +43.5% | +22.7% | +20.7% | +37.7% |
| 1Y | +52.6% | +22.6% | +30.0% | +46.5% |
| All | +52.6% | +23.9% | +28.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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