+78.7%
XOM vs COP
+32.4%
+46.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.8% |
| 7D | +2.7% | +3.4% | -0.7% | +0.5% |
| 30D | -2.5% | -0.6% | -1.9% | -2.0% |
| 3M | +7.0% | +10.8% | -3.8% | +0.2% |
| 6M | +14.2% | +19.6% | -5.4% | +1.8% |
| YTD | +43.9% | +52.9% | -9.0% | +10.4% |
| 1Y | +47.9% | +62.2% | -14.3% | +9.4% |
| All | +78.7% | +32.4% | +46.3% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling