+1,564.8%
QQQ vs XOM
+986.1%
+578.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | +1.0% | 0.0% | +0.9% | +0.9% |
| 30D | -0.6% | +3.4% | -4.1% | -2.0% |
| 3M | +1.3% | +11.0% | -9.7% | -3.1% |
| 6M | +18.1% | +10.6% | +7.5% | +12.2% |
| YTD | +16.9% | +39.2% | -22.3% | +1.4% |
| 1Y | +24.0% | +52.7% | -28.7% | +3.6% |
| 3Y | +95.6% | +56.8% | +38.8% | +58.8% |
| 5Y | +94.5% | +261.8% | -167.3% | +8.4% |
| 10Y | +571.7% | +191.3% | +380.4% | +284.5% |
| All | +1,564.8% | +986.1% | +578.6% | +486.3% |
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