+261.8%
XOM vs COO
-44.2%
+306.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.2% | +8.4% | +2.9% |
| 7D | 0.0% | -9.0% | +9.0% | +1.1% |
| 30D | +3.4% | -16.8% | +20.3% | +5.7% |
| 3M | +11.0% | -7.5% | +18.5% | +11.8% |
| 6M | +10.6% | -16.3% | +26.9% | +12.9% |
| YTD | +39.2% | -22.5% | +61.8% | +43.7% |
| 1Y | +52.7% | -7.0% | +59.7% | +53.0% |
| 3Y | +56.8% | -27.5% | +84.2% | +60.3% |
| 5Y | +261.8% | -43.3% | +305.1% | +271.6% |
| All | +261.8% | -44.2% | +306.0% | +271.6% |
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