+250.6%
XOM vs BROS
+35.1%
+215.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +4.1% | -5.8% | +9.8% | +4.3% |
| 30D | +4.6% | -14.0% | +18.5% | +5.1% |
| 3M | +14.0% | -32.5% | +46.5% | +15.3% |
| 6M | +11.0% | -14.9% | +25.9% | +10.9% |
| YTD | +40.7% | -28.3% | +69.0% | +41.6% |
| 1Y | +52.3% | -34.0% | +86.3% | +53.8% |
| 3Y | +60.5% | +63.0% | -2.5% | +51.8% |
| All | +250.6% | +35.1% | +215.5% | +248.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling