+191.3%
XOM vs C
+288.6%
-97.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | 0.0% | +2.6% | -2.5% | -1.1% |
| 30D | +3.4% | +1.9% | +1.5% | +2.4% |
| 3M | +11.0% | +2.8% | +8.2% | +8.7% |
| 6M | +10.6% | +30.6% | -19.9% | -4.1% |
| YTD | +39.2% | +19.9% | +19.3% | +24.5% |
| 1Y | +52.7% | +44.6% | +8.2% | +24.1% |
| 3Y | +56.8% | +272.1% | -215.4% | -24.9% |
| 5Y | +261.8% | +132.0% | +129.8% | +117.9% |
| 10Y | +191.3% | +294.7% | -103.4% | +29.1% |
| All | +191.3% | +288.6% | -97.3% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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