+189.6%
XOM vs ALLY
+99.9%
+89.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -8.3% | -0.2% | -8.1% | -8.3% |
| 30D | -2.5% | +3.4% | -5.9% | -3.7% |
| 3M | +8.3% | -11.1% | +19.4% | +11.8% |
| 6M | +15.5% | -11.5% | +27.0% | +18.4% |
| YTD | +39.6% | -12.3% | +52.0% | +42.3% |
| 1Y | +44.6% | +1.1% | +43.5% | +40.3% |
| 3Y | +76.6% | +64.8% | +11.8% | +39.2% |
| 5Y | +195.8% | -6.9% | +202.7% | +170.8% |
| 10Y | +191.6% | +194.9% | -3.3% | +64.5% |
| All | +189.6% | +99.9% | +89.6% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling