+4,439.9%
XOM vs BRO
+25,535.4%
-21,095.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.1% | -7.3% | +11.4% | +5.3% |
| 30D | +4.6% | -6.9% | +11.4% | +5.7% |
| 3M | +14.0% | +10.7% | +3.3% | +11.8% |
| 6M | +11.0% | -2.7% | +13.7% | +10.9% |
| YTD | +40.7% | -16.3% | +57.0% | +43.8% |
| 1Y | +52.3% | -29.1% | +81.4% | +59.7% |
| 3Y | +60.5% | -7.8% | +68.3% | +60.2% |
| 5Y | +266.4% | +18.7% | +247.7% | +247.7% |
| 10Y | +194.4% | +291.9% | -97.5% | +137.7% |
| All | +4,439.9% | +25,535.4% | -21,095.6% | +3,403.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling