-13.3%
TSLA vs XOM
+53.6%
-66.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -4.9% |
| 7D | -4.7% | -7.0% | +2.3% | -7.1% |
| 30D | +1.7% | +3.2% | -1.5% | +3.2% |
| 3M | +17.7% | +10.7% | +7.0% | +22.7% |
| 6M | -1.9% | +11.6% | -13.5% | +3.9% |
| YTD | -14.3% | +43.5% | -57.8% | -4.8% |
| 1Y | -13.3% | +52.6% | -65.9% | +0.1% |
| All | -13.3% | +53.6% | -66.9% | +0.1% |
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