+46.0%
XOM vs DIA
+19.6%
+26.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -2.0% |
| 7D | +1.8% | -0.2% | +1.9% | +1.7% |
| 30D | +5.9% | -1.5% | +7.4% | +5.1% |
| 3M | +5.6% | +3.8% | +1.8% | +7.6% |
| 6M | +7.9% | +10.3% | -2.4% | +14.4% |
| YTD | +35.2% | +12.1% | +23.1% | +42.5% |
| 1Y | +46.0% | +18.6% | +27.3% | +52.5% |
| All | +46.0% | +19.6% | +26.4% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling