+79.6%
XOM vs DRI
+68.2%
+11.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.8% | +1.1% | +1.8% | +2.8% |
| 30D | -3.6% | +9.7% | -13.3% | -4.2% |
| 3M | +8.2% | +3.2% | +5.1% | +8.0% |
| 6M | +14.0% | +20.6% | -6.5% | +12.2% |
| YTD | +44.6% | +28.3% | +16.4% | +40.3% |
| 1Y | +47.8% | +34.5% | +13.2% | +42.3% |
| 3Y | +79.6% | +66.5% | +13.0% | +70.3% |
| All | +79.6% | +68.2% | +11.4% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling