+52.6%
XOM vs DLR
+11.0%
+41.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -4.2% |
| 7D | -7.0% | +2.8% | -9.8% | -6.6% |
| 30D | +3.2% | +2.8% | +0.4% | +3.8% |
| 3M | +10.7% | -4.0% | +14.6% | +10.3% |
| 6M | +11.6% | -5.6% | +17.2% | +11.7% |
| YTD | +43.5% | +21.9% | +21.5% | +39.3% |
| 1Y | +52.6% | +13.0% | +39.6% | +50.7% |
| All | +52.6% | +11.0% | +41.6% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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