+254.2%
XOM vs CAPR
+87.6%
+166.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | +6.6% | -65.4% | +71.9% | +6.9% |
| 6M | +7.7% | -67.5% | +75.2% | +8.0% |
| YTD | +36.2% | -68.6% | +104.8% | +36.6% |
| 1Y | +50.5% | +42.7% | +7.8% | +45.2% |
| 3Y | +53.4% | +43.4% | +10.0% | +40.9% |
| 5Y | +254.2% | +86.0% | +168.1% | +205.8% |
| All | +254.2% | +87.6% | +166.6% | +205.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling