+1,257.9%
XOM vs DIA
+1,122.5%
+135.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +2.8% | +2.1% | +0.7% | +1.0% |
| 30D | -3.6% | +1.5% | -5.1% | -5.2% |
| 3M | +8.2% | -2.4% | +10.7% | +9.8% |
| 6M | +14.0% | +6.0% | +8.1% | +7.1% |
| YTD | +44.6% | +10.1% | +34.5% | +30.1% |
| 1Y | +47.8% | +11.8% | +36.0% | +31.0% |
| 3Y | +79.6% | +59.7% | +19.9% | +14.8% |
| 5Y | +214.3% | +57.9% | +156.4% | +101.3% |
| 10Y | +204.0% | +236.2% | -32.2% | +3.0% |
| All | +1,257.9% | +1,122.5% | +135.4% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling