+191.6%
XOM vs EW
+126.7%
+64.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.9% | -3.4% | +5.2% | +2.4% |
| 30D | +4.1% | -7.4% | +11.4% | +5.4% |
| 3M | +10.4% | +0.9% | +9.5% | +10.1% |
| 6M | +13.0% | +1.2% | +11.9% | +12.4% |
| YTD | +40.1% | +1.8% | +38.3% | +38.9% |
| 1Y | +51.1% | +10.8% | +40.3% | +47.3% |
| 3Y | +57.7% | +17.1% | +40.6% | +46.5% |
| 5Y | +264.7% | -28.2% | +293.0% | +274.0% |
| All | +191.6% | +126.7% | +64.8% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling