-44.9%
ORCL vs XOM
+44.4%
-89.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.5% | +9.2% |
| 7D | +3.8% | -1.5% | +5.3% | +3.2% |
| 30D | -6.6% | -3.2% | -3.4% | -7.1% |
| 3M | -11.4% | +5.0% | -16.4% | -9.3% |
| 6M | -33.3% | +12.9% | -46.2% | -30.3% |
| YTD | -33.3% | +41.3% | -74.6% | -27.9% |
| 1Y | -44.9% | +43.2% | -88.1% | -39.8% |
| All | -44.9% | +44.4% | -89.3% | -39.8% |
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 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