+191.6%
XOM vs DG
+99.2%
+92.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +1.9% | -6.3% | +8.2% | +2.4% |
| 30D | +4.1% | +2.4% | +1.6% | +3.8% |
| 3M | +10.4% | +12.4% | -2.0% | +9.1% |
| 6M | +13.0% | -14.9% | +28.0% | +14.5% |
| YTD | +40.1% | -6.1% | +46.1% | +40.3% |
| 1Y | +51.1% | +17.9% | +33.3% | +47.5% |
| 3Y | +57.7% | +3.1% | +54.6% | +52.5% |
| 5Y | +264.7% | -38.7% | +303.4% | +279.7% |
| All | +191.6% | +99.2% | +92.4% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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