+565.7%
AMZN vs XOM
+194.6%
+371.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.9% |
| 7D | -0.7% | +4.1% | -4.8% | -1.3% |
| 30D | -3.9% | +4.6% | -8.5% | -4.7% |
| 3M | +6.3% | +14.0% | -7.6% | +3.8% |
| 6M | +20.8% | +11.0% | +9.8% | +17.8% |
| YTD | +11.2% | +40.7% | -29.5% | +3.1% |
| 1Y | +11.7% | +52.3% | -40.6% | +1.7% |
| 3Y | +79.4% | +60.5% | +19.0% | +60.3% |
| 5Y | +48.0% | +266.4% | -218.4% | +9.1% |
| All | +565.7% | +194.6% | +371.0% | +439.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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