+60.5%
XOM vs DG
+4.6%
+55.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +4.1% | -6.5% | +10.6% | +4.0% |
| 30D | +4.6% | +4.2% | +0.4% | +4.6% |
| 3M | +14.0% | +9.5% | +4.4% | +14.0% |
| 6M | +11.0% | -13.1% | +24.1% | +11.4% |
| YTD | +40.7% | -4.8% | +45.5% | +41.0% |
| 1Y | +52.3% | +20.6% | +31.7% | +52.0% |
| 3Y | +60.5% | +4.9% | +55.5% | +45.9% |
| All | +60.5% | +4.6% | +55.8% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling