+58.8%
XOM vs COP
+21.4%
+37.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.5% |
| 7D | 0.0% | -0.5% | +0.5% | +0.4% |
| 30D | +3.4% | +11.7% | -8.3% | -3.7% |
| 3M | +11.0% | +17.7% | -6.7% | -0.2% |
| 6M | +10.6% | +18.3% | -7.7% | -0.8% |
| YTD | +39.2% | +49.1% | -9.9% | +8.2% |
| 1Y | +52.7% | +53.3% | -0.6% | +16.2% |
| All | +58.8% | +21.4% | +37.3% | +35.8% |
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