+1,178.8%
XOM vs DIA
+1,130.8%
+48.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.7% |
| 7D | -2.4% | +0.1% | -2.4% | -2.4% |
| 30D | +5.7% | -2.1% | +7.7% | +7.4% |
| 3M | +6.6% | +4.2% | +2.4% | +2.3% |
| 6M | +7.7% | +11.9% | -4.2% | -3.7% |
| YTD | +36.2% | +10.8% | +25.4% | +22.5% |
| 1Y | +50.5% | +17.5% | +33.0% | +28.2% |
| 3Y | +53.4% | +59.9% | -6.6% | -1.6% |
| 5Y | +254.2% | +64.1% | +190.0% | +120.5% |
| 10Y | +177.9% | +246.2% | -68.3% | -7.7% |
| All | +1,178.8% | +1,130.8% | +48.0% | +76.3% |
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