+191.6%
XOM vs DIA
+250.4%
-58.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.2% |
| 7D | +1.9% | -3.0% | +4.9% | +4.6% |
| 30D | +4.1% | -3.0% | +7.1% | +6.7% |
| 3M | +10.4% | +4.5% | +5.9% | +5.5% |
| 6M | +13.0% | +9.8% | +3.3% | +2.4% |
| YTD | +40.1% | +9.3% | +30.8% | +27.0% |
| 1Y | +51.1% | +16.0% | +35.2% | +29.2% |
| 3Y | +57.7% | +57.7% | 0.0% | -1.5% |
| 5Y | +264.7% | +63.8% | +201.0% | +117.2% |
| All | +191.6% | +250.4% | -58.8% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling