+205.4%
XOM vs ALLY
+174.3%
+31.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +2.8% | +0.4% | +2.5% | +2.7% |
| 30D | -3.6% | +5.2% | -8.9% | -5.4% |
| 3M | +8.2% | -13.3% | +21.6% | +12.7% |
| 6M | +14.0% | -6.7% | +20.7% | +15.1% |
| YTD | +44.6% | -12.8% | +57.4% | +47.6% |
| 1Y | +47.8% | +0.7% | +47.1% | +43.4% |
| 3Y | +79.6% | +65.2% | +14.4% | +40.2% |
| 5Y | +214.3% | -10.1% | +224.4% | +192.2% |
| All | +205.4% | +174.3% | +31.1% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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