+4,261.5%
XOM vs COP
+4,537.2%
-275.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | +1.8% | +3.0% | -1.2% | +0.1% |
| 30D | +5.9% | +17.5% | -11.6% | -3.4% |
| 3M | +5.6% | +13.4% | -7.8% | -1.8% |
| 6M | +7.9% | +17.7% | -9.9% | -1.7% |
| YTD | +35.2% | +46.6% | -11.4% | +8.7% |
| 1Y | +46.0% | +44.6% | +1.4% | +17.9% |
| 3Y | +55.0% | +20.7% | +34.3% | +36.6% |
| 5Y | +246.3% | +185.0% | +61.3% | +87.8% |
| 10Y | +181.0% | +347.0% | -166.0% | +9.0% |
| All | +4,261.5% | +4,537.2% | -275.7% | +493.7% |
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