+4,261.5%
XOM vs C
+1,202.3%
+3,059.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +1.8% | +3.6% | -1.9% | +1.0% |
| 30D | +5.9% | +0.1% | +5.8% | +5.7% |
| 3M | +5.6% | +2.4% | +3.1% | +4.6% |
| 6M | +7.9% | +24.9% | -17.1% | +1.9% |
| YTD | +35.2% | +19.8% | +15.4% | +28.4% |
| 1Y | +46.0% | +44.9% | +1.1% | +32.8% |
| 3Y | +55.0% | +263.0% | -208.0% | +13.7% |
| 5Y | +246.3% | +129.5% | +116.8% | +178.6% |
| 10Y | +181.0% | +291.6% | -110.6% | +102.4% |
| All | +4,261.5% | +1,202.3% | +3,059.2% | +2,243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling