+4,459.5%
XOM vs C
+1,081.0%
+3,378.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.0% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -3.2% | -5.3% | +2.2% | -2.2% |
| 3M | +5.0% | -8.0% | +13.0% | +6.6% |
| 6M | +12.9% | -0.3% | +13.1% | +12.1% |
| YTD | +41.3% | +8.6% | +32.7% | +36.8% |
| 1Y | +43.2% | +25.8% | +17.4% | +34.1% |
| 3Y | +77.3% | +221.2% | -143.8% | +33.4% |
| 5Y | +204.8% | +113.6% | +91.2% | +148.5% |
| 10Y | +197.1% | +218.3% | -21.2% | +122.3% |
| All | +4,459.5% | +1,081.0% | +3,378.5% | +2,396.5% |
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