+4,261.5%
XOM vs BAX
+900.4%
+3,361.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | +1.8% | -1.1% | +2.9% | +2.0% |
| 30D | +5.9% | -5.5% | +11.3% | +7.2% |
| 3M | +5.6% | +33.5% | -28.0% | -2.6% |
| 6M | +7.9% | +35.9% | -28.0% | -1.8% |
| YTD | +35.2% | +35.4% | -0.2% | +22.4% |
| 1Y | +46.0% | +9.8% | +36.2% | +38.6% |
| 3Y | +55.0% | -32.7% | +87.8% | +62.9% |
| 5Y | +246.3% | -65.6% | +311.9% | +327.9% |
| 10Y | +181.0% | -34.9% | +215.9% | +188.5% |
| All | +4,261.5% | +900.4% | +3,361.1% | +2,409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling