+241.0%
XOM vs COMP
-47.7%
+288.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | +5.6% | +41.1% | -35.6% | +3.9% |
| 6M | +7.9% | +17.2% | -9.3% | +6.7% |
| YTD | +35.2% | +5.2% | +30.0% | +34.2% |
| 1Y | +46.0% | +18.9% | +27.1% | +43.7% |
| 3Y | +55.0% | +215.9% | -160.9% | +41.5% |
| 5Y | +246.3% | -31.2% | +277.5% | +232.4% |
| All | +241.0% | -47.7% | +288.7% | +240.2% |
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 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