+239.3%
XOM vs BROS
+41.2%
+198.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -2.4% | -0.9% | -1.4% | -2.3% |
| 30D | +5.7% | -13.5% | +19.1% | +6.1% |
| 3M | +6.6% | -18.4% | +25.0% | +7.0% |
| 6M | +7.7% | -10.6% | +18.2% | +7.4% |
| YTD | +36.2% | -25.1% | +61.2% | +36.9% |
| 1Y | +50.5% | -28.6% | +79.1% | +51.4% |
| 3Y | +53.4% | +65.6% | -12.2% | +45.1% |
| All | +239.3% | +41.2% | +198.1% | +236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling