+4,436.6%
XOM vs F
+529.3%
+3,907.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | -11.4% | +1.6% | -13.0% | -11.7% |
| 30D | +1.1% | +2.6% | -1.5% | +0.5% |
| 3M | +7.8% | -8.8% | +16.6% | +9.3% |
| 6M | +13.0% | +4.6% | +8.4% | +10.5% |
| YTD | +40.6% | -1.9% | +42.5% | +38.4% |
| 1Y | +49.1% | -0.8% | +49.8% | +46.2% |
| 3Y | +72.9% | +43.5% | +29.4% | +54.0% |
| 5Y | +204.0% | -12.1% | +216.0% | +190.1% |
| 10Y | +205.7% | +83.6% | +122.1% | +143.9% |
| All | +4,436.6% | +529.3% | +3,907.3% | +2,466.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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