+264.7%
XOM vs DIA
+61.6%
+203.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | +1.9% | -3.0% | +4.9% | +3.6% |
| 30D | +4.1% | -3.0% | +7.1% | +5.7% |
| 3M | +10.4% | +4.5% | +5.9% | +7.1% |
| 6M | +13.0% | +9.8% | +3.3% | +5.8% |
| YTD | +40.1% | +9.3% | +30.8% | +31.2% |
| 1Y | +51.1% | +16.0% | +35.2% | +35.4% |
| 3Y | +57.7% | +57.7% | 0.0% | +10.7% |
| 5Y | +264.7% | +63.8% | +201.0% | +145.5% |
| All | +264.7% | +61.6% | +203.1% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling