+228.2%
XOM vs ESI
+198.2%
+30.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.8% | +5.5% | -2.7% | +1.7% |
| 30D | -3.6% | -7.8% | +4.1% | -2.4% |
| 3M | +8.2% | -15.0% | +23.3% | +11.0% |
| 6M | +14.0% | -24.9% | +38.9% | +18.7% |
| YTD | +44.6% | +33.2% | +11.4% | +30.6% |
| 1Y | +47.8% | +24.9% | +22.8% | +35.2% |
| 3Y | +79.6% | +77.8% | +1.8% | +47.7% |
| 5Y | +214.3% | +37.1% | +177.1% | +169.1% |
| 10Y | +204.0% | +320.5% | -116.5% | +96.9% |
| All | +228.2% | +198.2% | +30.0% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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