+252.3%
XOM vs COMP
-49.2%
+301.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -0.8% |
| 7D | -8.3% | +14.5% | -22.9% | -8.7% |
| 30D | -2.5% | +14.9% | -17.4% | -2.9% |
| 3M | +8.3% | -14.2% | +22.6% | +8.7% |
| 6M | +15.5% | +23.7% | -8.3% | +14.1% |
| YTD | +39.6% | +2.1% | +37.6% | +38.7% |
| 1Y | +44.6% | +26.2% | +18.4% | +41.9% |
| 3Y | +76.6% | +470.9% | -394.3% | +55.4% |
| 5Y | +195.8% | -14.0% | +209.8% | +178.7% |
| All | +252.3% | -49.2% | +301.5% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling