+192.9%
XOM vs DE
+863.9%
-671.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.1% | -2.6% | +6.7% | +5.2% |
| 30D | +4.6% | +9.0% | -4.5% | +0.6% |
| 3M | +14.0% | +19.1% | -5.2% | +5.0% |
| 6M | +11.0% | +14.4% | -3.4% | +3.0% |
| YTD | +40.7% | +45.9% | -5.2% | +16.1% |
| 1Y | +52.3% | +43.6% | +8.7% | +26.1% |
| 3Y | +60.5% | +75.9% | -15.4% | +17.7% |
| 5Y | +266.4% | +98.8% | +167.6% | +142.6% |
| All | +192.9% | +863.9% | -671.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling