+4,565.7%
XOM vs COP
+4,814.2%
-248.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.4% |
| 7D | +2.8% | +4.4% | -1.6% | +0.3% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | +8.2% | +15.0% | -6.8% | 0.0% |
| 6M | +14.0% | +22.0% | -8.0% | +1.8% |
| YTD | +44.6% | +55.3% | -10.7% | +12.5% |
| 1Y | +47.8% | +64.1% | -16.4% | +11.3% |
| 3Y | +79.6% | +34.1% | +45.5% | +49.1% |
| 5Y | +214.3% | +133.4% | +80.9% | +90.0% |
| 10Y | +204.0% | +338.6% | -134.6% | +19.6% |
| All | +4,565.7% | +4,814.2% | -248.5% | +514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling