+46.0%
XOM vs B
+70.0%
-24.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.9% |
| 7D | +1.8% | -1.6% | +3.4% | +1.7% |
| 30D | +5.9% | +9.4% | -3.6% | +6.7% |
| 3M | +5.6% | +5.0% | +0.6% | +6.4% |
| 6M | +7.9% | -3.5% | +11.4% | +9.6% |
| YTD | +35.2% | +4.5% | +30.7% | +37.8% |
| 1Y | +46.0% | +67.8% | -21.8% | +54.0% |
| All | +46.0% | +70.0% | -24.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling