+32.9%
TSLA vs XOM
+56.9%
-24.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -3.4% | +1.9% | -5.3% | -3.5% |
| 30D | +9.2% | +4.1% | +5.2% | +8.9% |
| 3M | -4.7% | +10.4% | -15.1% | -5.2% |
| 6M | -8.9% | +13.0% | -22.0% | -10.8% |
| YTD | -19.2% | +40.1% | -59.2% | -25.4% |
| 1Y | +4.5% | +51.1% | -46.6% | -5.8% |
| All | +32.9% | +56.9% | -24.1% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling