+197.1%
XOM vs D
+47.5%
+149.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.5% |
| 7D | -1.5% | -2.4% | +0.9% | -0.8% |
| 30D | -3.2% | +9.0% | -12.1% | -5.8% |
| 3M | +5.0% | +1.0% | +4.0% | +4.5% |
| 6M | +12.9% | +11.0% | +1.9% | +8.7% |
| YTD | +41.3% | +19.8% | +21.5% | +32.6% |
| 1Y | +43.2% | +16.0% | +27.3% | +35.6% |
| 3Y | +77.3% | +74.4% | +3.0% | +43.9% |
| 5Y | +204.8% | +13.5% | +191.3% | +186.1% |
| 10Y | +197.1% | +48.4% | +148.8% | +163.6% |
| All | +197.1% | +47.5% | +149.6% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling