+418.8%
META vs XOM
+185.3%
+233.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.3% | +6.1% |
| 7D | +10.3% | 0.0% | +10.2% | +10.3% |
| 30D | +9.9% | +3.4% | +6.4% | +9.0% |
| 3M | +11.9% | +11.0% | +0.9% | +9.2% |
| 6M | +1.2% | +10.6% | -9.5% | -2.0% |
| YTD | -0.8% | +39.2% | -40.0% | -9.4% |
| 1Y | -14.3% | +52.7% | -67.1% | -23.6% |
| 3Y | +121.4% | +56.8% | +64.6% | +93.8% |
| 5Y | +74.5% | +261.8% | -187.3% | +15.6% |
| 10Y | +418.8% | +191.3% | +227.5% | +256.9% |
| All | +418.8% | +185.3% | +233.5% | +256.9% |
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