+4,459.5%
XOM vs ES
+1,249.3%
+3,210.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -3.2% | +6.7% | -9.9% | -5.2% |
| 3M | +5.0% | +0.3% | +4.7% | +4.6% |
| 6M | +12.9% | +7.4% | +5.5% | +9.8% |
| YTD | +41.3% | +8.4% | +32.9% | +36.7% |
| 1Y | +43.2% | +0.6% | +42.6% | +41.2% |
| 3Y | +77.3% | +50.6% | +26.7% | +51.6% |
| 5Y | +204.8% | +4.8% | +200.0% | +188.1% |
| 10Y | +197.1% | +93.1% | +104.0% | +124.3% |
| All | +4,459.5% | +1,249.3% | +3,210.2% | +2,051.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling