+257.2%
XOM vs DLR
+43.3%
+213.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.4% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | +4.6% | -4.3% | +8.9% | +4.7% |
| 3M | +14.0% | +3.8% | +10.1% | +13.7% |
| 6M | +11.0% | +5.8% | +5.1% | +10.4% |
| YTD | +40.7% | +23.5% | +17.2% | +38.5% |
| 1Y | +52.3% | +11.1% | +41.2% | +50.9% |
| 3Y | +60.5% | +57.9% | +2.6% | +55.0% |
| All | +257.2% | +43.3% | +213.9% | +237.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling