+1,527.5%
META vs XOM
+238.7%
+1,288.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | +6.7% | +1.8% | +4.9% | +6.2% |
| 30D | +4.8% | +5.9% | -1.1% | +3.2% |
| 3M | -1.6% | +5.6% | -7.2% | -3.2% |
| 6M | -7.5% | +7.9% | -15.3% | -10.2% |
| YTD | -6.4% | +35.2% | -41.6% | -14.6% |
| 1Y | -17.3% | +46.0% | -63.3% | -26.2% |
| 3Y | +109.9% | +55.0% | +54.9% | +82.0% |
| 5Y | +65.4% | +246.3% | -180.9% | +8.3% |
| 10Y | +391.8% | +181.0% | +210.8% | +230.6% |
| All | +1,527.5% | +238.7% | +1,288.8% | +838.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling