+188.5%
XOM vs ES
+87.3%
+101.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -7.3% | +0.9% | -8.2% | -7.6% |
| 30D | -2.6% | +5.9% | -8.6% | -4.2% |
| 3M | +3.6% | -1.0% | +4.6% | +3.6% |
| 6M | +15.3% | +7.2% | +8.1% | +12.6% |
| YTD | +39.4% | +7.0% | +32.4% | +35.7% |
| 1Y | +43.2% | +0.5% | +42.7% | +41.4% |
| 3Y | +74.9% | +48.7% | +26.3% | +51.3% |
| 5Y | +201.3% | +1.9% | +199.3% | +189.3% |
| 10Y | +188.5% | +89.2% | +99.3% | +142.2% |
| All | +188.5% | +87.3% | +101.1% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling