+262.5%
XOM vs ADI
+134.0%
+128.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | 0.0% | +2.6% | -2.6% | -0.3% |
| 30D | +3.4% | -4.6% | +8.1% | +4.0% |
| 3M | +11.0% | -9.5% | +20.5% | +12.0% |
| 6M | +10.6% | +14.8% | -4.2% | +6.8% |
| YTD | +39.2% | +35.8% | +3.4% | +30.2% |
| 1Y | +52.7% | +48.9% | +3.8% | +40.1% |
| 3Y | +56.8% | +115.6% | -58.8% | +30.3% |
| All | +262.5% | +134.0% | +128.5% | +190.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling