+60.5%
XOM vs BLK
+66.0%
-5.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.3% |
| 7D | +4.1% | -3.3% | +7.4% | +4.4% |
| 30D | +4.6% | -6.5% | +11.1% | +5.2% |
| 3M | +14.0% | +6.7% | +7.2% | +12.8% |
| 6M | +11.0% | +14.7% | -3.8% | +7.8% |
| YTD | +40.7% | +2.5% | +38.2% | +39.6% |
| 1Y | +52.3% | -2.8% | +55.1% | +52.9% |
| 3Y | +60.5% | +65.9% | -5.4% | +37.6% |
| All | +60.5% | +66.0% | -5.5% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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