+47.9%
XOM vs B
+7.9%
+40.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +5.0% | +1.5% |
| 7D | +2.7% | -6.2% | +8.9% | +2.1% |
| 30D | -2.5% | -6.6% | +4.1% | -2.8% |
| 3M | +7.0% | -7.9% | +14.8% | +6.6% |
| 6M | +14.2% | -16.8% | +31.0% | +14.0% |
| YTD | +43.9% | -11.7% | +55.6% | +44.9% |
| 1Y | +47.9% | +3.5% | +44.4% | +47.2% |
| All | +47.9% | +7.9% | +40.0% | +47.2% |
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