+4,391.7%
XOM vs DE
+14,495.8%
-10,104.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | 0.0% | -3.0% | +3.1% | +1.0% |
| 30D | +3.4% | +11.1% | -7.7% | 0.0% |
| 3M | +11.0% | +17.6% | -6.6% | +5.1% |
| 6M | +10.6% | +13.6% | -3.0% | +5.1% |
| YTD | +39.2% | +46.3% | -7.1% | +22.0% |
| 1Y | +52.7% | +44.2% | +8.6% | +34.1% |
| 3Y | +56.8% | +76.6% | -19.8% | +27.6% |
| 5Y | +261.8% | +98.2% | +163.6% | +179.5% |
| 10Y | +191.3% | +863.5% | -672.2% | +41.9% |
| All | +4,391.7% | +14,495.8% | -10,104.0% | +1,146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling