+4.6%
TSLA vs XOM
+46.4%
-41.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -6.4% |
| 7D | +1.5% | +1.8% | -0.2% | +2.1% |
| 30D | +10.1% | +5.9% | +4.3% | +12.2% |
| 3M | -15.4% | +5.6% | -20.9% | -13.0% |
| 6M | -12.8% | +7.9% | -20.6% | -10.9% |
| YTD | -21.3% | +35.2% | -56.4% | -18.9% |
| 1Y | +4.6% | +46.0% | -41.4% | +7.5% |
| All | +4.6% | +46.4% | -41.8% | +7.5% |
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