+4,405.4%
XOM vs C
+1,059.7%
+3,345.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -1.2% |
| 7D | -8.3% | -0.9% | -7.4% | -8.2% |
| 30D | -2.5% | -5.4% | +2.9% | -1.5% |
| 3M | +8.3% | -9.2% | +17.5% | +10.3% |
| 6M | +15.5% | -1.8% | +17.3% | +15.1% |
| YTD | +39.6% | +6.7% | +32.9% | +35.7% |
| 1Y | +44.6% | +23.5% | +21.1% | +36.0% |
| 3Y | +76.6% | +219.8% | -143.2% | +32.9% |
| 5Y | +195.8% | +112.4% | +83.4% | +141.4% |
| 10Y | +191.6% | +220.1% | -28.5% | +118.1% |
| All | +4,405.4% | +1,059.7% | +3,345.7% | +2,376.5% |
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