+254.2%
XOM vs B
+154.3%
+99.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -2.4% | +2.3% | -4.7% | -2.6% |
| 30D | +5.7% | +1.4% | +4.3% | +5.4% |
| 3M | +6.6% | +12.2% | -5.6% | +5.1% |
| 6M | +7.7% | -2.1% | +9.8% | +7.5% |
| YTD | +36.2% | +2.9% | +33.2% | +34.5% |
| 1Y | +50.5% | +55.3% | -4.8% | +39.0% |
| 3Y | +53.4% | +198.7% | -145.3% | +23.7% |
| 5Y | +254.2% | +153.8% | +100.4% | +209.9% |
| All | +254.2% | +154.3% | +99.9% | +209.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling