+62.8%
META vs XOM
+247.6%
-184.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.1% |
| 7D | +6.7% | +1.8% | +4.9% | +6.6% |
| 30D | +4.8% | +5.9% | -1.1% | +4.4% |
| 3M | -1.6% | +5.6% | -7.2% | -2.0% |
| 6M | -7.5% | +7.9% | -15.3% | -8.4% |
| YTD | -6.4% | +35.2% | -41.6% | -10.2% |
| 1Y | -17.3% | +46.0% | -63.3% | -21.5% |
| 3Y | +109.9% | +55.0% | +54.9% | +96.8% |
| All | +62.8% | +247.6% | -184.8% | +35.8% |
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