+4,459.5%
XOM vs B
+688.8%
+3,770.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +1.5% |
| 7D | -1.5% | -2.7% | +1.2% | -1.3% |
| 30D | -3.2% | -4.3% | +1.2% | -2.9% |
| 3M | +5.0% | -2.3% | +7.3% | +4.9% |
| 6M | +12.9% | -16.2% | +29.1% | +14.0% |
| YTD | +41.3% | -8.8% | +50.1% | +40.7% |
| 1Y | +43.2% | +11.4% | +31.9% | +39.3% |
| 3Y | +77.3% | +174.3% | -97.0% | +53.9% |
| 5Y | +204.8% | +116.2% | +88.6% | +169.4% |
| 10Y | +197.1% | +222.7% | -25.6% | +143.3% |
| All | +4,459.5% | +688.8% | +3,770.7% | +3,479.5% |
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