+185.1%
XOM vs DOW
-17.0%
+202.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +1.4% |
| 7D | +4.1% | -1.4% | +5.5% | +4.7% |
| 30D | +4.6% | -3.9% | +8.5% | +6.4% |
| 3M | +14.0% | -12.7% | +26.6% | +20.8% |
| 6M | +11.0% | -13.7% | +24.7% | +17.1% |
| YTD | +40.7% | +28.4% | +12.3% | +21.8% |
| 1Y | +52.3% | +21.8% | +30.6% | +33.3% |
| 3Y | +60.5% | -35.7% | +96.2% | +87.3% |
| 5Y | +266.4% | -36.8% | +303.2% | +324.4% |
| All | +185.1% | -17.0% | +202.1% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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