+211.6%
XOM vs COO
-40.4%
+252.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | +2.8% | +0.5% | +2.4% | +2.8% |
| 30D | -3.6% | +14.2% | -17.8% | -5.0% |
| 3M | +8.2% | -18.2% | +26.5% | +10.5% |
| 6M | +14.0% | +5.3% | +8.7% | +12.6% |
| YTD | +44.6% | -23.6% | +68.2% | +49.1% |
| 1Y | +47.8% | -12.7% | +60.5% | +49.2% |
| 3Y | +79.6% | -24.2% | +103.8% | +81.6% |
| All | +211.6% | -40.4% | +252.0% | +209.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling