+91.5%
CSCO vs XOM
+214.6%
-123.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.7% | -6.3% |
| 7D | +1.9% | +2.8% | -0.9% | +1.4% |
| 30D | -15.8% | -3.6% | -12.2% | -15.3% |
| 3M | -15.4% | +8.2% | -23.6% | -16.8% |
| 6M | -5.4% | +14.0% | -19.4% | -8.0% |
| YTD | +26.5% | +44.6% | -18.1% | +16.8% |
| 1Y | +25.9% | +47.8% | -21.9% | +15.7% |
| 3Y | +97.5% | +79.6% | +18.0% | +73.4% |
| All | +91.5% | +214.6% | -123.1% | +53.5% |
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