+810.7%
XOM vs A
+457.0%
+353.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +1.8% | -1.9% | +3.7% | +2.1% |
| 30D | +5.9% | +6.9% | -1.1% | +4.5% |
| 3M | +5.6% | +9.2% | -3.7% | +3.6% |
| 6M | +7.9% | +25.7% | -17.8% | +2.6% |
| YTD | +35.2% | +11.5% | +23.6% | +31.2% |
| 1Y | +46.0% | +18.4% | +27.6% | +39.8% |
| 3Y | +55.0% | +26.6% | +28.4% | +44.7% |
| 5Y | +246.3% | -12.8% | +259.1% | +241.7% |
| 10Y | +181.0% | +247.2% | -66.2% | +115.9% |
| All | +810.7% | +457.0% | +353.7% | +429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling