+257.2%
XOM vs DGX
+66.8%
+190.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +4.1% | -0.9% | +5.0% | +4.2% |
| 30D | +4.6% | -1.2% | +5.7% | +4.7% |
| 3M | +14.0% | +15.8% | -1.8% | +11.8% |
| 6M | +11.0% | +18.2% | -7.2% | +8.5% |
| YTD | +40.7% | +37.2% | +3.5% | +34.6% |
| 1Y | +52.3% | +30.4% | +22.0% | +46.7% |
| 3Y | +60.5% | +96.7% | -36.2% | +45.0% |
| All | +257.2% | +66.8% | +190.4% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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