+4,261.5%
XOM vs ED
+2,217.3%
+2,044.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.1% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | +5.9% | -0.1% | +6.0% | +5.9% |
| 3M | +5.6% | +3.9% | +1.6% | +3.7% |
| 6M | +7.9% | -3.0% | +10.9% | +8.9% |
| YTD | +35.2% | +10.7% | +24.5% | +29.1% |
| 1Y | +46.0% | +13.3% | +32.6% | +37.8% |
| 3Y | +55.0% | +34.5% | +20.5% | +33.7% |
| 5Y | +246.3% | +67.1% | +179.2% | +166.9% |
| 10Y | +181.0% | +103.0% | +77.9% | +88.7% |
| All | +4,261.5% | +2,217.3% | +2,044.2% | +991.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling