+257.2%
XOM vs DVA
+46.8%
+210.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +4.1% | -1.3% | +5.4% | +4.2% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | +14.0% | -10.9% | +24.9% | +14.8% |
| 6M | +11.0% | +17.3% | -6.3% | +9.0% |
| YTD | +40.7% | +59.8% | -19.1% | +33.6% |
| 1Y | +52.3% | +36.3% | +16.1% | +46.7% |
| 3Y | +60.5% | +88.6% | -28.1% | +49.7% |
| All | +257.2% | +46.8% | +210.4% | +262.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling