+204.0%
XOM vs B
+218.7%
-14.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +5.0% | +2.1% |
| 7D | +2.7% | -6.2% | +8.9% | +3.2% |
| 30D | -2.5% | -6.6% | +4.1% | -2.1% |
| 3M | +7.0% | -7.9% | +14.8% | +7.3% |
| 6M | +14.2% | -16.8% | +31.0% | +15.3% |
| YTD | +43.9% | -11.7% | +55.6% | +43.7% |
| 1Y | +47.9% | +3.5% | +44.4% | +45.1% |
| 3Y | +80.6% | +165.7% | -85.1% | +56.6% |
| 5Y | +212.8% | +108.4% | +104.4% | +176.9% |
| All | +204.0% | +218.7% | -14.7% | +154.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling