+94.3%
ORCL vs XOM
+249.4%
-155.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.3% |
| 7D | +15.0% | -2.4% | +17.4% | +15.2% |
| 30D | +10.5% | +5.7% | +4.9% | +10.0% |
| 3M | -23.0% | +6.6% | -29.6% | -23.5% |
| 6M | +7.0% | +7.7% | -0.7% | +5.8% |
| YTD | -15.8% | +36.2% | -52.0% | -19.4% |
| 1Y | -31.1% | +50.5% | -81.6% | -35.0% |
| 3Y | +33.3% | +53.4% | -20.1% | +24.4% |
| 5Y | +94.3% | +254.2% | -159.9% | +41.6% |
| All | +94.3% | +249.4% | -155.1% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling