+2,937.9%
XOM vs ALL
+3,785.0%
-847.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.8% | +5.0% | -2.2% | +1.2% |
| 30D | -3.6% | +13.3% | -17.0% | -7.6% |
| 3M | +8.2% | +3.2% | +5.1% | +6.8% |
| 6M | +14.0% | +25.3% | -11.3% | +5.4% |
| YTD | +44.6% | +30.5% | +14.1% | +31.2% |
| 1Y | +47.8% | +29.2% | +18.6% | +34.4% |
| 3Y | +79.6% | +119.1% | -39.5% | +35.3% |
| 5Y | +214.3% | +162.6% | +51.7% | +119.4% |
| 10Y | +204.0% | +378.8% | -174.7% | +77.1% |
| All | +2,937.9% | +3,785.0% | -847.1% | +980.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling