+257.2%
XOM vs BLK
+32.0%
+225.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.1% |
| 7D | +4.1% | -3.3% | +7.4% | +4.8% |
| 30D | +4.6% | -6.5% | +11.1% | +5.9% |
| 3M | +14.0% | +6.7% | +7.2% | +11.9% |
| 6M | +11.0% | +14.7% | -3.8% | +6.3% |
| YTD | +40.7% | +2.5% | +38.2% | +38.4% |
| 1Y | +52.3% | -2.8% | +55.1% | +51.9% |
| 3Y | +60.5% | +65.9% | -5.4% | +34.9% |
| All | +257.2% | +32.0% | +225.2% | +235.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling