+205.4%
XOM vs CAPR
-65.7%
+271.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.4% | +0.6% |
| 7D | +2.8% | +5.9% | -3.0% | +2.7% |
| 30D | -3.6% | +44.6% | -48.2% | -4.3% |
| 3M | +8.2% | +126.4% | -118.1% | +6.2% |
| 6M | +14.0% | -68.6% | +82.6% | +14.6% |
| YTD | +44.6% | -67.0% | +111.6% | +44.9% |
| 1Y | +47.8% | +65.2% | -17.4% | +38.4% |
| 3Y | +79.6% | +235.6% | -156.0% | +59.6% |
| 5Y | +214.3% | +175.4% | +38.8% | +176.4% |
| All | +205.4% | -65.7% | +271.1% | +147.8% |
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