+60.5%
XOM vs DTE
+43.4%
+17.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +4.1% | -2.6% | +6.7% | +4.7% |
| 30D | +4.6% | -4.4% | +9.0% | +5.7% |
| 3M | +14.0% | -8.3% | +22.3% | +16.3% |
| 6M | +11.0% | -8.1% | +19.0% | +12.9% |
| YTD | +40.7% | +4.4% | +36.3% | +37.5% |
| 1Y | +52.3% | +0.2% | +52.1% | +50.6% |
| 3Y | +60.5% | +42.6% | +17.8% | +42.5% |
| All | +60.5% | +43.4% | +17.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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