+205.4%
XOM vs ALB
+32.4%
+173.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +2.8% | -5.8% | +8.6% | +4.0% |
| 30D | -3.6% | -4.5% | +0.9% | -3.0% |
| 3M | +8.2% | -28.1% | +36.3% | +14.5% |
| 6M | +14.0% | -53.2% | +67.2% | +30.3% |
| YTD | +44.6% | -33.3% | +77.9% | +51.2% |
| 1Y | +47.8% | -17.4% | +65.2% | +47.2% |
| 3Y | +79.6% | -14.1% | +93.7% | +63.2% |
| 5Y | +214.3% | -64.0% | +278.3% | +242.2% |
| All | +205.4% | +32.4% | +173.1% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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