+4,405.4%
XOM vs ES
+1,229.2%
+3,176.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -8.3% | -0.1% | -8.2% | -8.4% |
| 30D | -2.5% | +5.7% | -8.2% | -4.3% |
| 3M | +8.3% | -2.8% | +11.1% | +8.9% |
| 6M | +15.5% | +7.0% | +8.5% | +12.5% |
| YTD | +39.6% | +6.8% | +32.9% | +35.6% |
| 1Y | +44.6% | -0.5% | +45.1% | +43.0% |
| 3Y | +76.6% | +47.2% | +29.4% | +52.0% |
| 5Y | +195.8% | +2.3% | +193.5% | +181.7% |
| 10Y | +191.6% | +85.6% | +106.0% | +122.8% |
| All | +4,405.4% | +1,229.2% | +3,176.1% | +2,035.0% |
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