+1,606.7%
XOM vs DGX
+8,631.6%
-7,024.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | +1.9% | -3.5% | +5.3% | +2.6% |
| 30D | +4.1% | -2.7% | +6.7% | +4.6% |
| 3M | +10.4% | +13.9% | -3.5% | +7.4% |
| 6M | +13.0% | +16.0% | -3.0% | +9.4% |
| YTD | +40.1% | +34.9% | +5.1% | +31.3% |
| 1Y | +51.1% | +30.6% | +20.6% | +42.4% |
| 3Y | +57.7% | +93.0% | -35.3% | +36.4% |
| 5Y | +264.7% | +64.4% | +200.3% | +222.4% |
| 10Y | +193.1% | +248.1% | -55.0% | +118.3% |
| All | +1,606.7% | +8,631.6% | -7,024.8% | +875.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling