+13.0%
XOM vs COMP
+10.0%
+3.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.7% | -10.4% | +2.5% |
| 7D | -11.4% | +13.4% | -24.9% | -8.7% |
| 30D | +1.1% | +11.1% | -10.0% | +4.1% |
| 3M | +7.8% | -18.8% | +26.7% | +3.9% |
| 6M | +13.0% | +10.5% | +2.5% | +18.4% |
| All | +13.0% | +10.0% | +3.0% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling