+191.6%
XOM vs DLR
+172.7%
+18.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.9% |
| 7D | +1.9% | -1.3% | +3.2% | +2.0% |
| 30D | +4.1% | -2.9% | +6.9% | +4.4% |
| 3M | +10.4% | +3.2% | +7.2% | +9.7% |
| 6M | +13.0% | +3.9% | +9.1% | +11.9% |
| YTD | +40.1% | +21.4% | +18.6% | +35.4% |
| 1Y | +51.1% | +9.7% | +41.4% | +48.1% |
| 3Y | +57.7% | +56.5% | +1.2% | +44.5% |
| 5Y | +264.7% | +41.5% | +223.2% | +236.5% |
| All | +191.6% | +172.7% | +18.8% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling