+81.9%
META vs XOM
+201.5%
-119.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -0.8% | -11.4% | +10.6% | -0.3% |
| 30D | -15.4% | +1.1% | -16.5% | -15.5% |
| 3M | +3.5% | +7.8% | -4.3% | +3.0% |
| 6M | -0.3% | +13.0% | -13.3% | -1.2% |
| YTD | -7.3% | +40.6% | -47.9% | -11.5% |
| 1Y | -1.1% | +49.1% | -50.1% | -6.4% |
| 3Y | +95.1% | +72.9% | +22.2% | +80.3% |
| All | +81.9% | +201.5% | -119.6% | +46.4% |
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