+52.3%
XOM vs DIA
+16.9%
+35.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +1.0% |
| 7D | +4.1% | -1.6% | +5.6% | +3.2% |
| 30D | +4.6% | -2.0% | +6.6% | +3.5% |
| 3M | +14.0% | +3.6% | +10.3% | +15.8% |
| 6M | +11.0% | +11.5% | -0.5% | +16.6% |
| YTD | +40.7% | +10.4% | +30.3% | +47.4% |
| 1Y | +52.3% | +15.6% | +36.7% | +57.0% |
| All | +52.3% | +16.9% | +35.5% | +57.0% |
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 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