+58.8%
XOM vs DRI
+54.2%
+4.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +2.4% |
| 7D | 0.0% | -4.8% | +4.9% | +0.5% |
| 30D | +3.4% | -3.9% | +7.4% | +3.7% |
| 3M | +11.0% | +5.1% | +5.9% | +10.4% |
| 6M | +10.6% | +5.5% | +5.1% | +9.9% |
| YTD | +39.2% | +16.5% | +22.7% | +35.8% |
| 1Y | +52.7% | +2.0% | +50.7% | +52.2% |
| All | +58.8% | +54.2% | +4.6% | +48.8% |
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