+2,655.5%
XOM vs DLTR
+10,500.9%
-7,845.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.9% | -9.4% | +11.3% | +3.0% |
| 30D | +4.1% | -7.3% | +11.4% | +4.9% |
| 3M | +10.4% | +7.6% | +2.9% | +9.2% |
| 6M | +13.0% | +1.6% | +11.5% | +11.9% |
| YTD | +40.1% | -3.5% | +43.6% | +39.3% |
| 1Y | +51.1% | +20.0% | +31.1% | +46.0% |
| 3Y | +57.7% | +2.3% | +55.4% | +52.3% |
| 5Y | +264.7% | +31.5% | +233.2% | +236.0% |
| 10Y | +193.1% | +45.4% | +147.7% | +161.9% |
| All | +2,655.5% | +10,500.9% | -7,845.3% | +1,617.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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