+223.3%
HOOD vs XOM
+240.3%
-17.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -7.8% | +4.1% | -11.9% | -8.4% |
| 30D | +18.6% | +4.6% | +14.0% | +17.6% |
| 3M | +22.1% | +14.0% | +8.1% | +19.0% |
| 6M | +43.1% | +11.0% | +32.1% | +38.6% |
| YTD | -0.5% | +40.7% | -41.2% | -10.3% |
| 1Y | -4.4% | +52.3% | -56.7% | -16.1% |
| 3Y | +938.5% | +60.5% | +878.0% | +787.4% |
| 5Y | +173.4% | +266.4% | -93.0% | +97.0% |
| All | +223.3% | +240.3% | -17.0% | +122.5% |
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 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