+187.1%
XOM vs DELL
+4,726.5%
-4,539.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | 0.0% | +8.7% | -8.7% | -1.1% |
| 30D | +3.4% | +16.9% | -13.5% | +0.7% |
| 3M | +11.0% | +40.4% | -29.4% | +4.3% |
| 6M | +10.6% | +267.1% | -256.5% | -14.0% |
| YTD | +39.2% | +329.1% | -289.9% | +4.4% |
| 1Y | +52.7% | +346.9% | -294.2% | +12.5% |
| 3Y | +56.8% | +696.6% | -639.9% | -8.9% |
| 5Y | +261.8% | +1,106.2% | -844.4% | +78.2% |
| 10Y | +191.3% | +4,177.7% | -3,986.4% | +3.0% |
| All | +187.1% | +4,726.5% | -4,539.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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