-49.5%
ORCL vs XOM
+53.6%
-103.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -3.4% |
| 7D | -14.4% | -7.0% | -7.4% | -16.3% |
| 30D | -12.8% | +3.2% | -16.1% | -11.3% |
| 3M | -14.8% | +10.7% | -25.4% | -11.4% |
| 6M | -30.9% | +11.6% | -42.5% | -27.6% |
| YTD | -35.7% | +43.5% | -79.2% | -29.3% |
| 1Y | -49.5% | +52.6% | -102.1% | -44.7% |
| All | -49.5% | +53.6% | -103.1% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling