+2,310.2%
XOM vs DRI
+7,577.7%
-5,267.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | +5.9% | +3.8% | +2.0% | +4.9% |
| 3M | +5.6% | +13.0% | -7.4% | +2.5% |
| 6M | +7.9% | +8.3% | -0.5% | +5.3% |
| YTD | +35.2% | +20.6% | +14.6% | +28.7% |
| 1Y | +46.0% | +6.5% | +39.5% | +42.5% |
| 3Y | +55.0% | +53.7% | +1.3% | +37.9% |
| 5Y | +246.3% | +72.7% | +173.6% | +195.7% |
| 10Y | +181.0% | +363.2% | -182.2% | +86.0% |
| All | +2,310.2% | +7,577.7% | -5,267.5% | +899.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling