+25.6%
QQQ vs XOM
+46.4%
-20.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | -0.2% |
| 7D | +0.4% | +1.8% | -1.4% | +0.8% |
| 30D | +0.2% | +5.9% | -5.6% | +1.6% |
| 3M | -2.8% | +5.6% | -8.4% | -1.0% |
| 6M | +18.0% | +7.9% | +10.1% | +19.6% |
| YTD | +17.3% | +35.2% | -17.9% | +20.6% |
| 1Y | +25.6% | +46.0% | -20.4% | +29.2% |
| All | +25.6% | +46.4% | -20.8% | +29.2% |
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