+4,565.7%
XOM vs COO
+5,381.5%
-815.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | +8.2% | -18.2% | +26.5% | +9.3% |
| 6M | +14.0% | +5.3% | +8.7% | +13.4% |
| YTD | +44.6% | -23.6% | +68.2% | +46.3% |
| 1Y | +47.8% | -12.7% | +60.5% | +48.3% |
| 3Y | +79.6% | -24.2% | +103.8% | +80.9% |
| 5Y | +214.3% | -40.0% | +254.3% | +219.5% |
| 10Y | +204.0% | +41.6% | +162.5% | +196.9% |
| All | +4,565.7% | +5,381.5% | -815.8% | +4,110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling