+214.9%
XOM vs DT
+101.6%
+113.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | +1.9% | -2.5% | +4.4% | +2.2% |
| 30D | +4.1% | +3.5% | +0.5% | +3.5% |
| 3M | +10.4% | +26.7% | -16.3% | +6.7% |
| 6M | +13.0% | +36.1% | -23.1% | +7.7% |
| YTD | +40.1% | +18.6% | +21.4% | +35.5% |
| 1Y | +51.1% | +7.9% | +43.2% | +48.0% |
| 3Y | +57.7% | +8.6% | +49.1% | +51.9% |
| 5Y | +264.7% | -26.7% | +291.4% | +261.6% |
| All | +214.9% | +101.6% | +113.3% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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