+261.8%
XOM vs ALL
+115.1%
+146.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | 0.0% | -2.2% | +2.3% | +0.6% |
| 30D | +3.4% | -5.6% | +9.0% | +4.9% |
| 3M | +11.0% | +17.2% | -6.2% | +6.3% |
| 6M | +10.6% | +23.2% | -12.6% | +4.3% |
| YTD | +39.2% | +23.6% | +15.6% | +30.8% |
| 1Y | +52.7% | +29.2% | +23.6% | +41.5% |
| 3Y | +56.8% | +153.8% | -97.1% | +15.2% |
| 5Y | +261.8% | +116.1% | +145.7% | +181.6% |
| All | +261.8% | +115.1% | +146.7% | +181.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling