+47.8%
XOM vs EW
+25.9%
+21.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.8% |
| 7D | +2.8% | +4.9% | -2.1% | +4.0% |
| 30D | -3.6% | +23.9% | -27.6% | +1.0% |
| 3M | +8.2% | +15.8% | -7.5% | +12.4% |
| 6M | +14.0% | +31.7% | -17.6% | +21.6% |
| YTD | +44.6% | +25.7% | +18.9% | +52.1% |
| 1Y | +47.8% | +24.4% | +23.3% | +55.7% |
| All | +47.8% | +25.9% | +21.8% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling