+53.4%
XOM vs COO
-23.3%
+76.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +0.9% |
| 7D | -2.4% | -2.3% | -0.1% | -2.2% |
| 30D | +5.7% | -8.8% | +14.5% | +6.4% |
| 3M | +6.6% | +1.3% | +5.2% | +6.4% |
| 6M | +7.7% | -11.6% | +19.2% | +9.1% |
| YTD | +36.2% | -17.4% | +53.6% | +39.0% |
| 1Y | +50.5% | -1.6% | +52.1% | +50.2% |
| 3Y | +53.4% | -22.6% | +76.0% | +42.5% |
| All | +53.4% | -23.3% | +76.7% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling