+192.9%
XOM vs BR
+189.7%
+3.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.1% | -3.0% | +7.1% | +5.1% |
| 30D | +4.6% | -0.3% | +4.9% | +4.5% |
| 3M | +14.0% | +17.3% | -3.3% | +7.5% |
| 6M | +11.0% | -6.7% | +17.7% | +12.7% |
| YTD | +40.7% | -23.4% | +64.1% | +52.6% |
| 1Y | +52.3% | -32.7% | +85.0% | +73.1% |
| 3Y | +60.5% | -5.9% | +66.4% | +57.4% |
| 5Y | +266.4% | +8.4% | +258.0% | +231.2% |
| All | +192.9% | +189.7% | +3.2% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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