+192.9%
XOM vs ALL
+365.1%
-172.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +4.1% | -2.3% | +6.3% | +5.1% |
| 30D | +4.6% | -0.4% | +5.0% | +4.6% |
| 3M | +14.0% | +16.0% | -2.1% | +6.0% |
| 6M | +11.0% | +24.6% | -13.6% | -0.3% |
| YTD | +40.7% | +23.7% | +17.0% | +26.0% |
| 1Y | +52.3% | +27.7% | +24.6% | +33.9% |
| 3Y | +60.5% | +150.2% | -89.8% | -3.5% |
| 5Y | +266.4% | +117.1% | +149.3% | +128.1% |
| All | +192.9% | +365.1% | -172.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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