+253.9%
XOM vs ALB
-42.2%
+296.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.4% |
| 7D | -2.4% | -4.4% | +2.0% | -1.9% |
| 30D | +5.7% | -1.2% | +6.8% | +5.7% |
| 3M | +6.6% | -13.3% | +19.9% | +8.0% |
| 6M | +7.7% | -19.8% | +27.4% | +9.4% |
| YTD | +36.2% | -7.9% | +44.1% | +35.2% |
| 1Y | +50.5% | +60.2% | -9.7% | +37.3% |
| 3Y | +53.4% | -26.4% | +79.8% | +50.8% |
| All | +253.9% | -42.2% | +296.2% | +264.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling