+53.4%
XOM vs B
+197.9%
-144.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -2.4% | +2.3% | -4.7% | -2.4% |
| 30D | +5.7% | +1.4% | +4.3% | +5.6% |
| 3M | +6.6% | +12.2% | -5.6% | +6.2% |
| 6M | +7.7% | -2.1% | +9.8% | +8.1% |
| YTD | +36.2% | +2.9% | +33.2% | +35.8% |
| 1Y | +50.5% | +55.3% | -4.8% | +43.7% |
| 3Y | +53.4% | +198.7% | -145.3% | +31.0% |
| All | +53.4% | +197.9% | -144.6% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling