+140.1%
GOOGL vs XOM
+261.9%
-121.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | 0.0% | +4.1% | -4.1% | -0.2% |
| 30D | -1.4% | +4.6% | -6.0% | -1.6% |
| 3M | -5.3% | +14.0% | -19.3% | -6.0% |
| 6M | +9.8% | +11.0% | -1.2% | +8.7% |
| YTD | +8.4% | +40.7% | -32.3% | +4.2% |
| 1Y | +41.2% | +52.3% | -11.1% | +34.3% |
| 3Y | +149.6% | +60.5% | +89.1% | +133.9% |
| All | +140.1% | +261.9% | -121.8% | +97.0% |
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