+191.6%
XOM vs A
+247.2%
-55.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +1.9% | -4.6% | +6.4% | +3.1% |
| 30D | +4.1% | -4.3% | +8.3% | +5.1% |
| 3M | +10.4% | +8.9% | +1.5% | +7.4% |
| 6M | +13.0% | +24.5% | -11.5% | +4.8% |
| YTD | +40.1% | +5.8% | +34.2% | +36.1% |
| 1Y | +51.1% | +16.2% | +34.9% | +41.7% |
| 3Y | +57.7% | +28.5% | +29.3% | +38.2% |
| 5Y | +264.7% | -16.3% | +281.1% | +268.2% |
| All | +191.6% | +247.2% | -55.6% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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