+2,739.8%
XOM vs ALL
+3,667.9%
-928.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.3% |
| 7D | +1.8% | 0.0% | +1.7% | +1.7% |
| 30D | +5.9% | -1.5% | +7.3% | +6.3% |
| 3M | +5.6% | +23.6% | -18.1% | -1.8% |
| 6M | +7.9% | +22.3% | -14.5% | +0.6% |
| YTD | +35.2% | +26.5% | +8.7% | +24.2% |
| 1Y | +46.0% | +27.0% | +19.0% | +33.7% |
| 3Y | +55.0% | +149.6% | -94.6% | +12.1% |
| 5Y | +246.3% | +118.1% | +128.2% | +157.1% |
| 10Y | +181.0% | +369.0% | -188.0% | +65.3% |
| All | +2,739.8% | +3,667.9% | -928.0% | +922.9% |
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 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