+4,391.7%
XOM vs DTE
+3,490.3%
+901.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +3.4% | -0.5% | +4.0% | +3.6% |
| 3M | +11.0% | -6.0% | +17.0% | +14.1% |
| 6M | +10.6% | -7.2% | +17.8% | +14.0% |
| YTD | +39.2% | +7.2% | +32.0% | +33.4% |
| 1Y | +52.7% | +4.1% | +48.7% | +48.3% |
| 3Y | +56.8% | +46.9% | +9.9% | +26.2% |
| 5Y | +261.8% | +32.9% | +228.9% | +201.6% |
| 10Y | +191.3% | +144.5% | +46.8% | +75.4% |
| All | +4,391.7% | +3,490.3% | +901.5% | +803.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling