+1,003.0%
BE vs XOM
+188.2%
+814.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.4% |
| 7D | +9.0% | +4.1% | +5.0% | +6.4% |
| 30D | +16.3% | +4.6% | +11.7% | +12.5% |
| 3M | +10.8% | +14.0% | -3.2% | +0.5% |
| 6M | +73.2% | +11.0% | +62.2% | +56.2% |
| YTD | +217.4% | +40.7% | +176.7% | +144.8% |
| 1Y | +309.8% | +52.3% | +257.5% | +196.5% |
| 3Y | +1,726.2% | +60.5% | +1,665.7% | +1,142.4% |
| 5Y | +1,306.2% | +266.4% | +1,039.8% | +379.3% |
| All | +1,003.0% | +188.2% | +814.8% | +196.6% |
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