+257.2%
XOM vs DG
-37.9%
+295.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +4.1% | -6.5% | +10.6% | +4.2% |
| 30D | +4.6% | +4.2% | +0.4% | +4.5% |
| 3M | +14.0% | +9.5% | +4.4% | +13.7% |
| 6M | +11.0% | -13.1% | +24.1% | +11.6% |
| YTD | +40.7% | -4.8% | +45.5% | +40.9% |
| 1Y | +52.3% | +20.6% | +31.7% | +50.9% |
| 3Y | +60.5% | +4.9% | +55.5% | +57.7% |
| All | +257.2% | -37.9% | +295.1% | +279.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling