+53.4%
XOM vs CAPR
+42.0%
+11.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.4% | +0.8% |
| 7D | -2.4% | -9.5% | +7.1% | -2.3% |
| 30D | +5.7% | +121.5% | -115.9% | +4.9% |
| 3M | +6.6% | -65.4% | +71.9% | +6.8% |
| 6M | +7.7% | -67.5% | +75.2% | +7.9% |
| YTD | +36.2% | -68.6% | +104.8% | +36.5% |
| 1Y | +50.5% | +42.7% | +7.8% | +46.2% |
| 3Y | +53.4% | +43.4% | +10.0% | +43.3% |
| All | +53.4% | +42.0% | +11.4% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling