+787.9%
XOM vs BG
+1,192.5%
-404.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +1.9% | +3.7% | -1.9% | +0.7% |
| 30D | +4.1% | +12.3% | -8.3% | +0.3% |
| 3M | +10.4% | -2.2% | +12.6% | +10.8% |
| 6M | +13.0% | +5.3% | +7.7% | +10.7% |
| YTD | +40.1% | +42.4% | -2.3% | +24.8% |
| 1Y | +51.1% | +55.2% | -4.1% | +30.4% |
| 3Y | +57.7% | +21.0% | +36.8% | +44.8% |
| 5Y | +264.7% | +87.1% | +177.6% | +189.8% |
| 10Y | +193.1% | +169.8% | +23.2% | +99.9% |
| All | +787.9% | +1,192.5% | -404.5% | +387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling