+4,419.1%
XOM vs COST
+11,570.3%
-7,151.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -2.5% | +4.4% | +2.3% |
| 30D | +4.1% | -4.4% | +8.5% | +4.9% |
| 3M | +10.4% | -8.1% | +18.5% | +12.1% |
| 6M | +13.0% | -9.2% | +22.3% | +15.0% |
| YTD | +40.1% | +5.1% | +35.0% | +38.5% |
| 1Y | +51.1% | -5.1% | +56.2% | +52.2% |
| 3Y | +57.7% | +70.4% | -12.6% | +41.0% |
| 5Y | +264.7% | +104.7% | +160.0% | +211.6% |
| 10Y | +193.1% | +608.8% | -415.7% | +97.6% |
| All | +4,419.1% | +11,570.3% | -7,151.2% | +1,896.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling