+59.7%
XOM vs DD
+41.5%
+18.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.9% | -2.9% | +4.8% | +2.3% |
| 30D | +4.1% | -11.5% | +15.6% | +5.9% |
| 3M | +10.4% | -5.4% | +15.8% | +11.0% |
| 6M | +13.0% | -6.9% | +19.9% | +13.2% |
| YTD | +40.1% | +6.9% | +33.2% | +35.5% |
| 1Y | +51.1% | +35.6% | +15.5% | +37.4% |
| All | +59.7% | +41.5% | +18.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling