+192.9%
XOM vs BNY
+416.3%
-223.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +4.1% | -1.3% | +5.4% | +4.8% |
| 30D | +4.6% | -0.2% | +4.7% | +4.5% |
| 3M | +14.0% | +14.9% | -1.0% | +5.8% |
| 6M | +11.0% | +40.0% | -29.0% | -7.4% |
| YTD | +40.7% | +42.0% | -1.3% | +15.9% |
| 1Y | +52.3% | +56.9% | -4.5% | +18.7% |
| 3Y | +60.5% | +289.9% | -229.4% | -25.2% |
| 5Y | +266.4% | +259.2% | +7.2% | +72.3% |
| All | +192.9% | +416.3% | -223.4% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling