+211.6%
XOM vs COMP
-10.9%
+222.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -3.6% | +16.6% | -20.2% | -4.1% |
| 3M | +8.2% | -23.5% | +31.8% | +8.9% |
| 6M | +14.0% | +25.7% | -11.7% | +12.6% |
| YTD | +44.6% | -3.4% | +48.0% | +43.9% |
| 1Y | +47.8% | +7.6% | +40.2% | +46.2% |
| 3Y | +79.6% | +423.6% | -344.0% | +59.7% |
| All | +211.6% | -10.9% | +222.5% | +186.2% |
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