+201.3%
XOM vs B
+124.0%
+77.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +0.3% |
| 7D | -7.3% | +7.1% | -14.4% | -7.8% |
| 30D | -2.6% | -3.3% | +0.7% | -2.5% |
| 3M | +3.6% | -2.5% | +6.1% | +3.5% |
| 6M | +15.3% | -7.2% | +22.5% | +15.4% |
| YTD | +39.4% | -7.4% | +46.8% | +38.7% |
| 1Y | +43.2% | +16.4% | +26.7% | +37.4% |
| 3Y | +74.9% | +178.7% | -103.8% | +39.4% |
| 5Y | +201.3% | +121.7% | +79.6% | +165.2% |
| All | +201.3% | +124.0% | +77.3% | +165.2% |
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 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