+220,352.4%
CSCO vs XOM
+4,328.8%
+216,023.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.2% |
| 7D | -0.7% | +1.8% | -2.4% | -1.4% |
| 30D | -10.1% | +5.9% | -16.0% | -12.3% |
| 3M | -15.7% | +5.6% | -21.3% | -17.9% |
| 6M | +36.3% | +7.9% | +28.4% | +30.7% |
| YTD | +43.8% | +35.2% | +8.7% | +25.5% |
| 1Y | +63.9% | +46.0% | +17.9% | +38.2% |
| 3Y | +104.4% | +55.0% | +49.3% | +65.1% |
| 5Y | +111.4% | +246.3% | -135.0% | +15.7% |
| 10Y | +361.7% | +181.0% | +180.7% | +161.4% |
| All | +220,352.4% | +4,328.8% | +216,023.6% | +44,046.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling