+26,874.5%
ORCL vs XOM
+4,555.2%
+22,319.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | +10.4% | +2.7% | +7.7% | +9.3% |
| 30D | -11.2% | -2.5% | -8.8% | -10.6% |
| 3M | -16.8% | +7.0% | -23.7% | -19.3% |
| 6M | -31.5% | +14.2% | -45.7% | -35.6% |
| YTD | -33.9% | +43.9% | -77.8% | -43.7% |
| 1Y | -43.3% | +47.9% | -91.2% | -52.2% |
| 3Y | +16.5% | +80.6% | -64.1% | -10.8% |
| 5Y | +45.4% | +212.8% | -167.4% | -14.6% |
| 10Y | +274.0% | +202.6% | +71.4% | +108.7% |
| All | +26,874.5% | +4,555.2% | +22,319.3% | +4,496.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling