-32.3%
ORCL vs XOM
+52.9%
-85.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | 0.0% |
| 7D | +10.9% | 0.0% | +10.8% | +10.9% |
| 30D | +7.0% | +3.4% | +3.6% | +7.9% |
| 3M | -21.2% | +11.0% | -32.2% | -19.2% |
| 6M | +7.4% | +10.6% | -3.2% | +8.6% |
| YTD | -16.3% | +39.2% | -55.5% | -16.3% |
| 1Y | -32.3% | +52.7% | -85.0% | -35.9% |
| All | -32.3% | +52.9% | -85.2% | -35.9% |
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