+59.7%
XOM vs DVA
+89.4%
-29.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +1.9% | -0.2% | +2.0% | +1.9% |
| 30D | +4.1% | +1.7% | +2.4% | +3.9% |
| 3M | +10.4% | -8.7% | +19.1% | +11.0% |
| 6M | +13.0% | +19.7% | -6.6% | +10.6% |
| YTD | +40.1% | +59.6% | -19.6% | +31.6% |
| 1Y | +51.1% | +37.1% | +14.0% | +44.5% |
| All | +59.7% | +89.4% | -29.7% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling