+325.9%
XOM vs BUD
+201.1%
+124.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | +5.9% | -5.7% | +11.5% | +8.0% |
| 3M | +5.6% | +3.1% | +2.4% | +4.0% |
| 6M | +7.9% | +7.9% | 0.0% | +3.8% |
| YTD | +35.2% | +27.3% | +7.8% | +22.0% |
| 1Y | +46.0% | +37.8% | +8.2% | +27.6% |
| 3Y | +55.0% | +49.8% | +5.2% | +27.7% |
| 5Y | +246.3% | +43.8% | +202.5% | +181.2% |
| 10Y | +181.0% | -22.6% | +203.6% | +170.9% |
| All | +325.9% | +201.1% | +124.8% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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