+2,664.3%
TSLA vs XOM
+194.6%
+2,469.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | +3.2% | +4.1% | -0.9% | +2.0% |
| 30D | +11.6% | +4.6% | +7.0% | +10.0% |
| 3M | -8.4% | +14.0% | -22.4% | -12.4% |
| 6M | -10.4% | +11.0% | -21.4% | -14.4% |
| YTD | -18.7% | +40.7% | -59.4% | -28.6% |
| 1Y | -0.9% | +52.3% | -53.2% | -15.5% |
| 3Y | +33.6% | +60.5% | -26.9% | +10.3% |
| 5Y | +48.9% | +266.4% | -217.5% | -13.3% |
| All | +2,664.3% | +194.6% | +2,469.7% | +1,482.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling