+191.6%
XOM vs ADI
+634.8%
-443.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.9% |
| 7D | +1.9% | +1.3% | +0.5% | +1.5% |
| 30D | +4.1% | -6.0% | +10.0% | +5.7% |
| 3M | +10.4% | -7.7% | +18.1% | +11.7% |
| 6M | +13.0% | +14.0% | -0.9% | +6.3% |
| YTD | +40.1% | +34.4% | +5.7% | +24.7% |
| 1Y | +51.1% | +48.0% | +3.2% | +29.9% |
| 3Y | +57.7% | +113.3% | -55.6% | +14.7% |
| 5Y | +264.7% | +131.1% | +133.6% | +147.8% |
| All | +191.6% | +634.8% | -443.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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