+379.9%
CSCO vs XOM
+194.6%
+185.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.2% |
| 7D | +2.7% | +4.1% | -1.4% | +1.4% |
| 30D | -9.5% | +4.6% | -14.1% | -10.8% |
| 3M | -7.6% | +14.0% | -21.6% | -11.8% |
| 6M | +44.9% | +11.0% | +33.9% | +39.0% |
| YTD | +47.7% | +40.7% | +7.0% | +30.6% |
| 1Y | +69.1% | +52.3% | +16.8% | +45.2% |
| 3Y | +113.5% | +60.5% | +53.1% | +77.6% |
| 5Y | +122.8% | +266.4% | -143.7% | +29.2% |
| All | +379.9% | +194.6% | +185.3% | +192.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling