+931.1%
XOM vs BLK
+12,788.7%
-11,857.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | +1.9% | -5.2% | +7.0% | +3.4% |
| 30D | +4.1% | -7.0% | +11.1% | +6.2% |
| 3M | +10.4% | +5.7% | +4.8% | +8.1% |
| 6M | +13.0% | +11.0% | +2.0% | +8.3% |
| YTD | +40.1% | +0.9% | +39.2% | +37.5% |
| 1Y | +51.1% | -1.6% | +52.7% | +49.2% |
| 3Y | +57.7% | +64.5% | -6.7% | +31.6% |
| 5Y | +264.7% | +30.9% | +233.9% | +220.0% |
| 10Y | +193.1% | +275.1% | -82.0% | +88.1% |
| All | +931.1% | +12,788.7% | -11,857.6% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling