+248.3%
XOM vs COMP
-31.2%
+279.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | +1.8% | +1.4% | +0.4% | +1.7% |
| 30D | +5.9% | -13.3% | +19.2% | +6.2% |
| 3M | +5.6% | +41.1% | -35.6% | +4.0% |
| 6M | +7.9% | +17.2% | -9.3% | +6.8% |
| YTD | +35.2% | +5.2% | +30.0% | +34.3% |
| 1Y | +46.0% | +18.9% | +27.1% | +43.8% |
| 3Y | +55.0% | +215.9% | -160.9% | +41.8% |
| All | +248.3% | -31.2% | +279.5% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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