+104.6%
CSCO vs XOM
+56.9%
+47.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -1.1% | +1.9% | -2.9% | -1.4% |
| 30D | -10.8% | +4.1% | -14.9% | -11.5% |
| 3M | -9.2% | +10.4% | -19.6% | -10.9% |
| 6M | +39.5% | +13.0% | +26.5% | +35.5% |
| YTD | +41.5% | +40.1% | +1.5% | +31.1% |
| 1Y | +61.0% | +51.1% | +9.8% | +46.0% |
| All | +104.6% | +56.9% | +47.6% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling