+57.4%
INTC vs XOM
+53.6%
+3.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -6.5% |
| 7D | -39.0% | -7.0% | -32.0% | -41.4% |
| 30D | -49.8% | +3.2% | -53.1% | -48.3% |
| 3M | -42.2% | +10.7% | -52.9% | -37.6% |
| 6M | -39.2% | +11.6% | -50.8% | -32.5% |
| YTD | +57.9% | +43.5% | +14.4% | +63.6% |
| 1Y | +57.4% | +52.6% | +4.8% | +66.7% |
| All | +57.4% | +53.6% | +3.7% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling