+255.6%
XOM vs COST
+103.9%
+151.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -2.5% | +4.4% | +2.2% |
| 30D | +4.1% | -4.4% | +8.5% | +4.8% |
| 3M | +10.4% | -8.1% | +18.5% | +11.7% |
| 6M | +13.0% | -9.2% | +22.3% | +14.7% |
| YTD | +40.1% | +5.1% | +35.0% | +39.1% |
| 1Y | +51.1% | -5.1% | +56.2% | +52.1% |
| 3Y | +57.7% | +70.4% | -12.6% | +42.4% |
| All | +255.6% | +103.9% | +151.7% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 5y: compounded portfolio wealth divided by compounded COST 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…
5y analysis · Full analysis span regression · 6 months rolling