+257.2%
XOM vs BG
+81.8%
+175.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | +4.1% | +3.1% | +1.0% | +2.9% |
| 30D | +4.6% | +10.2% | -5.7% | +0.7% |
| 3M | +14.0% | -1.7% | +15.6% | +14.2% |
| 6M | +11.0% | +1.0% | +10.0% | +9.9% |
| YTD | +40.7% | +39.9% | +0.8% | +23.3% |
| 1Y | +52.3% | +53.2% | -0.9% | +28.1% |
| 3Y | +60.5% | +16.3% | +44.2% | +48.1% |
| All | +257.2% | +81.8% | +175.4% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling