+191.6%
XOM vs COP
+344.8%
-153.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +1.9% | +1.0% | +0.9% | +1.3% |
| 30D | +4.1% | +9.6% | -5.5% | -1.6% |
| 3M | +10.4% | +15.0% | -4.6% | +1.2% |
| 6M | +13.0% | +21.8% | -8.7% | +0.1% |
| YTD | +40.1% | +49.6% | -9.6% | +9.2% |
| 1Y | +51.1% | +49.9% | +1.3% | +17.3% |
| 3Y | +57.7% | +22.6% | +35.1% | +35.9% |
| 5Y | +264.7% | +193.6% | +71.1% | +85.3% |
| All | +191.6% | +344.8% | -153.3% | +18.3% |
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