+191.3%
XOM vs CAPR
-77.3%
+268.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.9% | +2.3% |
| 7D | 0.0% | -12.6% | +12.7% | +0.3% |
| 30D | +3.4% | +124.4% | -121.0% | +1.7% |
| 3M | +11.0% | -66.8% | +77.8% | +11.7% |
| 6M | +10.6% | -71.8% | +82.4% | +11.5% |
| YTD | +39.2% | -70.1% | +109.3% | +40.0% |
| 1Y | +52.7% | +33.3% | +19.4% | +43.7% |
| 3Y | +56.8% | +36.7% | +20.1% | +42.4% |
| 5Y | +261.8% | +72.5% | +189.3% | +221.9% |
| 10Y | +191.3% | -77.3% | +268.6% | +143.3% |
| All | +191.3% | -77.3% | +268.6% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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