+257.2%
XOM vs A
-14.3%
+271.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.1% |
| 7D | +4.1% | -2.6% | +6.7% | +4.4% |
| 30D | +4.6% | -0.9% | +5.5% | +4.6% |
| 3M | +14.0% | +13.6% | +0.3% | +11.9% |
| 6M | +11.0% | +27.8% | -16.9% | +6.6% |
| YTD | +40.7% | +8.6% | +32.1% | +38.8% |
| 1Y | +52.3% | +16.9% | +35.4% | +47.8% |
| 3Y | +60.5% | +32.9% | +27.5% | +48.8% |
| All | +257.2% | -14.3% | +271.5% | +221.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling