+4,261.5%
XOM vs D
+2,347.4%
+1,914.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +1.8% | +1.5% | +0.3% | +1.1% |
| 30D | +5.9% | -2.6% | +8.4% | +7.0% |
| 3M | +5.6% | 0.0% | +5.6% | +5.4% |
| 6M | +7.9% | +7.4% | +0.5% | +3.6% |
| YTD | +35.2% | +15.9% | +19.3% | +25.3% |
| 1Y | +46.0% | +18.1% | +27.9% | +33.7% |
| 3Y | +55.0% | +58.4% | -3.4% | +19.9% |
| 5Y | +246.3% | +5.2% | +241.1% | +220.0% |
| 10Y | +181.0% | +35.9% | +145.1% | +115.3% |
| All | +4,261.5% | +2,347.4% | +1,914.1% | +837.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling