+257.2%
XOM vs BR
+8.0%
+249.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +4.1% | -3.0% | +7.1% | +4.6% |
| 30D | +4.6% | -0.3% | +4.9% | +4.6% |
| 3M | +14.0% | +17.3% | -3.3% | +10.7% |
| 6M | +11.0% | -6.7% | +17.7% | +11.9% |
| YTD | +40.7% | -23.4% | +64.1% | +47.4% |
| 1Y | +52.3% | -32.7% | +85.0% | +64.0% |
| 3Y | +60.5% | -5.9% | +66.4% | +59.1% |
| All | +257.2% | +8.0% | +249.2% | +240.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling