+4,398.3%
XOM vs D
+2,441.4%
+1,956.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -7.3% | +2.4% | -9.7% | -8.4% |
| 30D | -2.6% | +10.9% | -13.6% | -7.4% |
| 3M | +3.6% | +2.8% | +0.7% | +1.9% |
| 6M | +15.3% | +12.7% | +2.6% | +8.2% |
| YTD | +39.4% | +20.3% | +19.1% | +26.6% |
| 1Y | +43.2% | +17.1% | +26.0% | +31.3% |
| 3Y | +74.9% | +75.1% | -0.2% | +29.3% |
| 5Y | +201.3% | +13.1% | +188.1% | +168.8% |
| 10Y | +188.5% | +48.3% | +140.2% | +111.3% |
| All | +4,398.3% | +2,441.4% | +1,956.8% | +847.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling