+47.8%
XOM vs D
+15.6%
+32.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.8% | -1.4% | +4.2% | +2.9% |
| 30D | -3.6% | +7.7% | -11.4% | -4.1% |
| 3M | +8.2% | -0.3% | +8.5% | +8.3% |
| 6M | +14.0% | +10.1% | +4.0% | +13.0% |
| YTD | +44.6% | +19.1% | +25.5% | +38.9% |
| 1Y | +47.8% | +15.9% | +31.9% | +41.6% |
| All | +47.8% | +15.6% | +32.1% | +41.6% |
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 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