+780.7%
GOOG vs XOM
+194.6%
+586.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.4% |
| 7D | 0.0% | +4.1% | -4.0% | -0.9% |
| 30D | -2.0% | +4.6% | -6.5% | -3.1% |
| 3M | -5.9% | +14.0% | -19.8% | -9.1% |
| 6M | +8.9% | +11.0% | -2.1% | +5.1% |
| YTD | +7.1% | +40.7% | -33.6% | -3.5% |
| 1Y | +39.7% | +52.3% | -12.6% | +22.9% |
| 3Y | +145.8% | +60.5% | +85.4% | +109.4% |
| 5Y | +138.6% | +266.4% | -127.8% | +47.0% |
| All | +780.7% | +194.6% | +586.0% | +477.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling