+212.8%
EWY vs XOM
+56.9%
+155.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.1% |
| 7D | +1.2% | +1.9% | -0.6% | +1.4% |
| 30D | +9.3% | +4.1% | +5.2% | +9.6% |
| 3M | +2.4% | +10.4% | -8.0% | +3.6% |
| 6M | +40.3% | +13.0% | +27.2% | +39.8% |
| YTD | +88.0% | +40.1% | +47.9% | +80.4% |
| 1Y | +143.8% | +51.1% | +92.7% | +130.9% |
| All | +212.8% | +56.9% | +155.8% | +187.7% |
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 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