+192.9%
XOM vs DVA
+187.8%
+5.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +4.1% | -1.3% | +5.4% | +4.3% |
| 30D | +4.6% | 0.0% | +4.6% | +4.5% |
| 3M | +14.0% | -10.9% | +24.9% | +15.6% |
| 6M | +11.0% | +17.3% | -6.3% | +6.7% |
| YTD | +40.7% | +59.8% | -19.1% | +27.0% |
| 1Y | +52.3% | +36.3% | +16.1% | +41.4% |
| 3Y | +60.5% | +88.6% | -28.1% | +36.6% |
| 5Y | +266.4% | +47.5% | +218.9% | +220.9% |
| All | +192.9% | +187.8% | +5.1% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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