+52.7%
XOM vs D
+17.3%
+35.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.3% |
| 7D | 0.0% | -0.4% | +0.5% | +0.1% |
| 30D | +3.4% | -2.1% | +5.5% | +3.6% |
| 3M | +11.0% | -0.7% | +11.7% | +11.2% |
| 6M | +10.6% | +5.6% | +5.0% | +10.0% |
| YTD | +39.2% | +14.6% | +24.6% | +35.5% |
| 1Y | +52.7% | +15.3% | +37.4% | +49.5% |
| All | +52.7% | +17.3% | +35.5% | +49.5% |
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