+241.2%
XOM vs BTDR
+23.3%
+217.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.2% |
| 7D | 0.0% | +14.8% | -14.8% | +0.1% |
| 30D | +3.4% | +41.8% | -38.4% | +3.6% |
| 3M | +11.0% | -29.2% | +40.2% | +11.1% |
| 6M | +10.6% | +66.2% | -55.6% | +10.4% |
| YTD | +39.2% | +10.0% | +29.2% | +39.2% |
| 1Y | +52.7% | -11.0% | +63.7% | +52.6% |
| 3Y | +56.8% | +6.9% | +49.8% | +57.4% |
| 5Y | +261.8% | +24.7% | +237.1% | +273.9% |
| All | +241.2% | +23.3% | +217.9% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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