+191.3%
XOM vs ES
+83.1%
+108.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.6% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +3.4% | -1.0% | +4.5% | +3.7% |
| 3M | +11.0% | +1.5% | +9.5% | +10.4% |
| 6M | +10.6% | -3.5% | +14.1% | +11.2% |
| YTD | +39.2% | +7.0% | +32.2% | +35.8% |
| 1Y | +52.7% | +15.3% | +37.4% | +45.0% |
| 3Y | +56.8% | +30.2% | +26.6% | +41.3% |
| 5Y | +261.8% | -4.3% | +266.1% | +255.3% |
| 10Y | +191.3% | +87.5% | +103.8% | +145.6% |
| All | +191.3% | +83.1% | +108.2% | +145.6% |
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