+192.9%
XOM vs DHR
+209.4%
-16.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.1% | -3.6% | +7.7% | +4.9% |
| 30D | +4.6% | -2.7% | +7.3% | +5.1% |
| 3M | +14.0% | +10.9% | +3.0% | +10.7% |
| 6M | +11.0% | +3.0% | +7.9% | +9.2% |
| YTD | +40.7% | -12.2% | +52.9% | +43.8% |
| 1Y | +52.3% | +3.3% | +49.0% | +48.8% |
| 3Y | +60.5% | -8.2% | +68.7% | +58.3% |
| 5Y | +266.4% | -29.9% | +296.3% | +283.3% |
| All | +192.9% | +209.4% | -16.5% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 10y: compounded portfolio wealth divided by compounded DHR 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…
10y analysis · Full analysis span regression · 6 months rolling