+60.5%
XOM vs BBY
+42.8%
+17.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.2% |
| 7D | +4.1% | +0.6% | +3.5% | +4.0% |
| 30D | +4.6% | +9.4% | -4.8% | +3.6% |
| 3M | +14.0% | +19.3% | -5.4% | +11.7% |
| 6M | +11.0% | +47.9% | -37.0% | +5.5% |
| YTD | +40.7% | +39.6% | +1.1% | +34.8% |
| 1Y | +52.3% | +22.2% | +30.1% | +48.7% |
| 3Y | +60.5% | +45.0% | +15.5% | +46.2% |
| All | +60.5% | +42.8% | +17.7% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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