+212.8%
XOM vs BIL
+20.3%
+192.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.7% | +0.1% | +2.6% | +3.0% |
| 30D | -2.5% | +0.3% | -2.8% | -1.1% |
| 3M | +7.0% | +0.9% | +6.0% | +11.3% |
| 6M | +14.2% | +1.8% | +12.4% | +23.3% |
| YTD | +43.9% | +3.1% | +40.8% | +63.7% |
| 1Y | +47.9% | +3.7% | +44.2% | +71.8% |
| 3Y | +80.6% | +13.8% | +66.8% | +233.0% |
| 5Y | +212.8% | +20.2% | +192.6% | +795.8% |
| All | +212.8% | +20.3% | +192.5% | +795.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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