+59.7%
XOM vs BAX
-34.3%
+94.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +1.9% | -5.4% | +7.3% | +2.4% |
| 30D | +4.1% | -12.4% | +16.5% | +5.3% |
| 3M | +10.4% | +19.1% | -8.7% | +8.1% |
| 6M | +13.0% | +38.6% | -25.6% | +8.2% |
| YTD | +40.1% | +26.7% | +13.3% | +35.5% |
| 1Y | +51.1% | +1.0% | +50.1% | +51.3% |
| All | +59.7% | -34.3% | +94.1% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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