+257.2%
XOM vs BRO
+17.6%
+239.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.1% | -7.3% | +11.4% | +5.2% |
| 30D | +4.6% | -6.9% | +11.4% | +5.6% |
| 3M | +14.0% | +10.7% | +3.3% | +11.8% |
| 6M | +11.0% | -2.7% | +13.7% | +11.0% |
| YTD | +40.7% | -16.3% | +57.0% | +44.1% |
| 1Y | +52.3% | -29.1% | +81.4% | +60.3% |
| 3Y | +60.5% | -7.8% | +68.3% | +60.1% |
| All | +257.2% | +17.6% | +239.6% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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