-0.3%
META vs XOM
+12.8%
-13.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +1.0% |
| 7D | -0.8% | -11.4% | +10.6% | -5.2% |
| 30D | -15.4% | +1.1% | -16.5% | -14.3% |
| 3M | +3.5% | +7.8% | -4.3% | +7.5% |
| 6M | -0.3% | +13.0% | -13.3% | +5.7% |
| All | -0.3% | +12.8% | -13.0% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling