+4,261.5%
XOM vs DD
+961.9%
+3,299.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.8% |
| 7D | +1.8% | -3.5% | +5.3% | +2.9% |
| 30D | +5.9% | -10.3% | +16.2% | +9.4% |
| 3M | +5.6% | -7.5% | +13.1% | +7.7% |
| 6M | +7.9% | -8.0% | +15.9% | +9.2% |
| YTD | +35.2% | +10.5% | +24.7% | +28.7% |
| 1Y | +46.0% | +38.3% | +7.7% | +28.6% |
| 3Y | +55.0% | +42.5% | +12.5% | +32.2% |
| 5Y | +246.3% | +60.2% | +186.1% | +179.1% |
| 10Y | +181.0% | +68.9% | +112.1% | +114.8% |
| All | +4,261.5% | +961.9% | +3,299.6% | +2,005.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling