+60.5%
XOM vs DT
+7.2%
+53.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | +4.1% | -1.6% | +5.7% | +4.1% |
| 30D | +4.6% | +3.0% | +1.5% | +4.5% |
| 3M | +14.0% | +26.5% | -12.5% | +13.0% |
| 6M | +11.0% | +35.9% | -25.0% | +9.5% |
| YTD | +40.7% | +17.8% | +22.9% | +39.9% |
| 1Y | +52.3% | +4.1% | +48.3% | +52.9% |
| 3Y | +60.5% | +5.3% | +55.2% | +56.4% |
| All | +60.5% | +7.2% | +53.2% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling