+249.0%
XOM vs BROS
+33.7%
+215.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.7% |
| 7D | +1.9% | -6.1% | +7.9% | +2.1% |
| 30D | +4.1% | -12.4% | +16.4% | +4.5% |
| 3M | +10.4% | -27.9% | +38.3% | +11.3% |
| 6M | +13.0% | -16.8% | +29.8% | +13.1% |
| YTD | +40.1% | -29.0% | +69.1% | +41.0% |
| 1Y | +51.1% | -33.2% | +84.3% | +52.4% |
| 3Y | +57.7% | +56.8% | +1.0% | +49.5% |
| All | +249.0% | +33.7% | +215.3% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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