+312.8%
XOM vs DG
+577.8%
-265.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.8% | +1.2% |
| 7D | -2.4% | -2.5% | +0.1% | -2.1% |
| 30D | +5.7% | +1.0% | +4.6% | +5.5% |
| 3M | +6.6% | +20.3% | -13.8% | +4.2% |
| 6M | +7.7% | -11.7% | +19.4% | +8.8% |
| YTD | +36.2% | -2.3% | +38.5% | +35.8% |
| 1Y | +50.5% | +20.0% | +30.5% | +46.0% |
| 3Y | +53.4% | +7.2% | +46.1% | +47.1% |
| 5Y | +254.2% | -37.9% | +292.1% | +265.4% |
| 10Y | +177.9% | +107.3% | +70.6% | +131.5% |
| All | +312.8% | +577.8% | -265.0% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling