+51.1%
XOM vs FDS
-28.0%
+79.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +0.6% |
| 7D | +1.9% | -16.0% | +17.8% | +2.0% |
| 30D | +4.1% | -6.7% | +10.8% | +4.1% |
| 3M | +10.4% | +6.0% | +4.5% | +10.2% |
| 6M | +13.0% | +25.1% | -12.1% | +13.0% |
| YTD | +40.1% | -8.1% | +48.2% | +40.2% |
| 1Y | +51.1% | -26.0% | +77.1% | +52.7% |
| All | +51.1% | -28.0% | +79.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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