+200.7%
XOM vs D
+12.5%
+188.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -11.4% | +3.0% | -14.4% | -12.0% |
| 30D | +1.1% | +11.5% | -10.4% | -1.2% |
| 3M | +7.8% | +3.7% | +4.1% | +6.9% |
| 6M | +13.0% | +13.5% | -0.5% | +9.7% |
| YTD | +40.6% | +20.7% | +19.9% | +34.4% |
| 1Y | +49.1% | +18.2% | +30.8% | +43.0% |
| 3Y | +72.9% | +73.3% | -0.4% | +49.4% |
| All | +200.7% | +12.5% | +188.3% | +195.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling