+4,261.5%
XOM vs B
+803.7%
+3,457.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | +1.8% | -1.6% | +3.4% | +1.9% |
| 30D | +5.9% | +9.4% | -3.6% | +4.7% |
| 3M | +5.6% | +5.0% | +0.6% | +4.6% |
| 6M | +7.9% | -3.5% | +11.4% | +7.3% |
| YTD | +35.2% | +4.5% | +30.7% | +33.0% |
| 1Y | +46.0% | +67.8% | -21.8% | +35.7% |
| 3Y | +55.0% | +196.7% | -141.7% | +33.8% |
| 5Y | +246.3% | +151.9% | +94.4% | +201.8% |
| 10Y | +181.0% | +202.2% | -21.2% | +131.9% |
| All | +4,261.5% | +803.7% | +3,457.8% | +3,285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling