+569.1%
XOM vs DLR
+3,595.6%
-3,026.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +1.8% | +1.6% | +0.2% | +1.4% |
| 30D | +5.9% | -3.4% | +9.2% | +6.5% |
| 3M | +5.6% | +0.5% | +5.1% | +5.0% |
| 6M | +7.9% | +4.6% | +3.3% | +6.0% |
| YTD | +35.2% | +23.4% | +11.8% | +28.0% |
| 1Y | +46.0% | +19.0% | +27.0% | +39.1% |
| 3Y | +55.0% | +56.5% | -1.5% | +36.5% |
| 5Y | +246.3% | +33.3% | +213.0% | +209.5% |
| 10Y | +181.0% | +165.1% | +15.8% | +103.7% |
| All | +569.1% | +3,595.6% | -3,026.6% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling