+205.4%
XOM vs COP
+342.2%
-136.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.5% |
| 7D | +2.8% | +4.4% | -1.6% | +0.1% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | +8.2% | +15.0% | -6.8% | -0.8% |
| 6M | +14.0% | +22.0% | -8.0% | +0.7% |
| YTD | +44.6% | +55.3% | -10.7% | +9.9% |
| 1Y | +47.8% | +64.1% | -16.4% | +8.4% |
| 3Y | +79.6% | +34.1% | +45.5% | +46.1% |
| 5Y | +214.3% | +133.4% | +80.9% | +80.9% |
| All | +205.4% | +342.2% | -136.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling