+195.8%
XOM vs ES
+2.9%
+192.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -8.3% | -0.1% | -8.2% | -8.3% |
| 30D | -2.5% | +5.7% | -8.2% | -3.6% |
| 3M | +8.3% | -2.8% | +11.1% | +8.7% |
| 6M | +15.5% | +7.0% | +8.5% | +13.5% |
| YTD | +39.6% | +6.8% | +32.9% | +36.9% |
| 1Y | +44.6% | -0.5% | +45.1% | +43.6% |
| 3Y | +76.6% | +47.2% | +29.4% | +58.3% |
| 5Y | +195.8% | +2.3% | +193.5% | +179.0% |
| All | +195.8% | +2.9% | +192.9% | +179.0% |
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