+254.2%
XOM vs D
+8.5%
+245.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | -2.4% | +0.8% | -3.1% | -2.5% |
| 30D | +5.7% | -0.7% | +6.4% | +5.8% |
| 3M | +6.6% | +2.1% | +4.5% | +6.1% |
| 6M | +7.7% | +6.8% | +0.8% | +6.0% |
| YTD | +36.2% | +16.5% | +19.6% | +31.4% |
| 1Y | +50.5% | +19.2% | +31.3% | +44.3% |
| 3Y | +53.4% | +61.9% | -8.5% | +36.0% |
| 5Y | +254.2% | +6.5% | +247.6% | +249.3% |
| All | +254.2% | +8.5% | +245.6% | +249.3% |
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