+205.4%
XOM vs A
+302.9%
-97.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -3.6% | 0.0% | -3.6% | -3.8% |
| 3M | +8.2% | +16.7% | -8.4% | +3.4% |
| 6M | +14.0% | +54.8% | -40.8% | 0.0% |
| YTD | +44.6% | +28.8% | +15.8% | +33.0% |
| 1Y | +47.8% | +19.3% | +28.5% | +39.0% |
| 3Y | +79.6% | +65.5% | +14.0% | +46.3% |
| 5Y | +214.3% | +12.1% | +202.2% | +188.4% |
| All | +205.4% | +302.9% | -97.4% | +76.9% |
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