+191.6%
XOM vs DRI
+348.7%
-157.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | +1.9% | -4.8% | +6.7% | +3.3% |
| 30D | +4.1% | -5.2% | +9.3% | +5.5% |
| 3M | +10.4% | +2.7% | +7.7% | +9.1% |
| 6M | +13.0% | +3.6% | +9.4% | +10.9% |
| YTD | +40.1% | +15.4% | +24.6% | +32.7% |
| 1Y | +51.1% | +1.3% | +49.9% | +48.4% |
| 3Y | +57.7% | +53.1% | +4.6% | +34.1% |
| 5Y | +264.7% | +64.6% | +200.2% | +196.4% |
| All | +191.6% | +348.7% | -157.2% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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