+4,261.5%
XOM vs COO
+5,988.7%
-1,727.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | +1.8% | -2.2% | +4.0% | +1.9% |
| 30D | +5.9% | -7.0% | +12.9% | +6.3% |
| 3M | +5.6% | +12.2% | -6.6% | +4.8% |
| 6M | +7.9% | -15.1% | +23.0% | +8.7% |
| YTD | +35.2% | -15.1% | +50.3% | +36.2% |
| 1Y | +46.0% | +2.3% | +43.7% | +45.4% |
| 3Y | +55.0% | -23.7% | +78.7% | +56.3% |
| 5Y | +246.3% | -38.9% | +285.2% | +252.2% |
| 10Y | +181.0% | +49.9% | +131.1% | +173.8% |
| All | +4,261.5% | +5,988.7% | -1,727.2% | +3,819.4% |
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