+191.6%
XOM vs ALB
+84.6%
+107.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.2% |
| 7D | +1.9% | -7.6% | +9.5% | +3.4% |
| 30D | +4.1% | -5.6% | +9.7% | +5.0% |
| 3M | +10.4% | -16.8% | +27.3% | +13.7% |
| 6M | +13.0% | -26.3% | +39.3% | +17.9% |
| YTD | +40.1% | -13.2% | +53.3% | +40.0% |
| 1Y | +51.1% | +68.8% | -17.7% | +29.1% |
| 3Y | +57.7% | -30.7% | +88.4% | +54.6% |
| 5Y | +264.7% | -46.3% | +311.0% | +261.3% |
| All | +191.6% | +84.6% | +107.0% | +65.3% |
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