+52.6%
XOM vs ED
+27.1%
+25.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.0% | -7.6% | -5.1% |
| 7D | -7.0% | +5.4% | -12.4% | -8.0% |
| 30D | +3.2% | +16.4% | -13.2% | -0.4% |
| 3M | +10.7% | +11.9% | -1.2% | +7.8% |
| 6M | +11.6% | +11.6% | 0.0% | +9.2% |
| YTD | +43.5% | +24.1% | +19.4% | +37.1% |
| 1Y | +52.6% | +26.9% | +25.7% | +45.5% |
| All | +52.6% | +27.1% | +25.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling