+12.3%
QQQ vs XOM
+53.6%
-41.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | -0.3% |
| 7D | -4.6% | -7.0% | +2.4% | -6.4% |
| 30D | -8.5% | +3.2% | -11.7% | -7.5% |
| 3M | -4.3% | +10.7% | -15.0% | -1.2% |
| 6M | +3.1% | +11.6% | -8.5% | +7.2% |
| YTD | +13.0% | +43.5% | -30.5% | +20.8% |
| 1Y | +12.3% | +52.6% | -40.3% | +21.7% |
| All | +12.3% | +53.6% | -41.4% | +21.7% |
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