+254.2%
XOM vs ES
-2.9%
+257.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +5.7% | -1.2% | +6.8% | +5.9% |
| 3M | +6.6% | +5.0% | +1.6% | +5.5% |
| 6M | +7.7% | -2.8% | +10.5% | +8.0% |
| YTD | +36.2% | +8.6% | +27.6% | +33.4% |
| 1Y | +50.5% | +18.9% | +31.6% | +43.8% |
| 3Y | +53.4% | +32.1% | +21.2% | +41.6% |
| 5Y | +254.2% | -5.1% | +259.2% | +245.5% |
| All | +254.2% | -2.9% | +257.1% | +245.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling