+133,470.7%
MSFT vs XOM
+4,272.5%
+129,198.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.4% |
| 7D | -2.7% | +1.8% | -4.5% | -3.4% |
| 30D | +2.7% | +5.9% | -3.1% | +0.4% |
| 3M | +17.0% | +5.6% | +11.4% | +14.1% |
| 6M | +23.8% | +7.9% | +16.0% | +18.9% |
| YTD | +4.0% | +35.2% | -31.2% | -8.9% |
| 1Y | -0.8% | +46.0% | -46.8% | -15.8% |
| 3Y | +55.6% | +55.0% | +0.6% | +25.7% |
| 5Y | +72.9% | +246.3% | -173.4% | -4.3% |
| 10Y | +875.8% | +181.0% | +694.8% | +452.0% |
| All | +133,470.7% | +4,272.5% | +129,198.3% | +26,800.4% |
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 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