+254.2%
XOM vs AR
+140.6%
+113.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.0% |
| 7D | -2.4% | -1.8% | -0.5% | -1.8% |
| 30D | +5.7% | +12.6% | -6.9% | +2.0% |
| 3M | +6.6% | +10.0% | -3.5% | +3.4% |
| 6M | +7.7% | +0.6% | +7.0% | +7.2% |
| YTD | +36.2% | +13.4% | +22.8% | +30.6% |
| 1Y | +50.5% | +21.7% | +28.8% | +40.6% |
| 3Y | +53.4% | +45.8% | +7.5% | +29.6% |
| 5Y | +254.2% | +144.3% | +109.9% | +146.3% |
| All | +254.2% | +140.6% | +113.5% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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