+25.0%
ORCL vs XOM
+56.9%
-31.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.3% |
| 7D | -0.7% | +1.9% | -2.6% | -0.6% |
| 30D | +5.1% | +4.1% | +1.1% | +5.3% |
| 3M | -23.7% | +10.4% | -34.2% | -23.4% |
| 6M | +3.1% | +13.0% | -9.9% | +3.0% |
| YTD | -20.8% | +40.1% | -60.8% | -22.0% |
| 1Y | -52.9% | +51.1% | -104.0% | -54.0% |
| All | +25.0% | +56.9% | -31.9% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling