+23,015.9%
TSLA vs XOM
+409.0%
+22,607.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.2% | +3.7% |
| 7D | +3.4% | -2.4% | +5.8% | +4.3% |
| 30D | +12.0% | +5.7% | +6.4% | +9.6% |
| 3M | -10.0% | +6.6% | -16.5% | -12.8% |
| 6M | -7.2% | +7.7% | -14.9% | -11.5% |
| YTD | -18.1% | +36.2% | -54.3% | -29.4% |
| 1Y | +6.3% | +50.5% | -44.2% | -12.4% |
| 3Y | +48.2% | +53.4% | -5.2% | +18.8% |
| 5Y | +46.5% | +254.2% | -207.7% | -24.0% |
| 10Y | +2,698.1% | +177.9% | +2,520.2% | +1,434.0% |
| All | +23,015.9% | +409.0% | +22,607.0% | +7,976.0% |
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 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