+114.8%
CSCO vs XOM
+265.0%
-150.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | 0.0% | 0.0% | -0.1% | 0.0% |
| 30D | -10.7% | +3.4% | -14.2% | -11.3% |
| 3M | -8.7% | +11.0% | -19.7% | -10.7% |
| 6M | +44.9% | +10.6% | +34.3% | +41.5% |
| YTD | +44.1% | +39.2% | +4.9% | +34.3% |
| 1Y | +65.9% | +52.7% | +13.1% | +51.3% |
| 3Y | +109.0% | +56.8% | +52.2% | +88.4% |
| 5Y | +114.8% | +261.8% | -147.0% | +61.1% |
| All | +114.8% | +265.0% | -150.2% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling