+254.2%
XOM vs ALLY
-0.2%
+254.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.1% | +1.3% |
| 7D | -2.4% | +1.0% | -3.4% | -2.6% |
| 30D | +5.7% | -3.3% | +9.0% | +6.2% |
| 3M | +6.6% | +0.5% | +6.1% | +6.1% |
| 6M | +7.7% | +12.6% | -4.9% | +4.3% |
| YTD | +36.2% | -4.7% | +40.9% | +36.1% |
| 1Y | +50.5% | +5.2% | +45.3% | +46.9% |
| 3Y | +53.4% | +66.5% | -13.1% | +33.5% |
| 5Y | +254.2% | +0.2% | +253.9% | +224.5% |
| All | +254.2% | -0.2% | +254.4% | +224.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling