+33,471.1%
ORCL vs XOM
+4,272.5%
+29,198.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.7% |
| 7D | +5.3% | +1.8% | +3.5% | +4.4% |
| 30D | +10.0% | +5.9% | +4.1% | +7.4% |
| 3M | -32.6% | +5.6% | -38.1% | -34.4% |
| 6M | +4.9% | +7.9% | -2.9% | +0.5% |
| YTD | -17.8% | +35.2% | -52.9% | -28.0% |
| 1Y | -28.0% | +46.0% | -74.0% | -38.9% |
| 3Y | +36.0% | +55.0% | -19.0% | +10.2% |
| 5Y | +88.7% | +246.3% | -157.6% | +6.1% |
| 10Y | +346.9% | +181.0% | +165.9% | +157.2% |
| All | +33,471.1% | +4,272.5% | +29,198.7% | +5,775.6% |
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