+47.8%
XOM vs FDS
+25.7%
+22.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.8% | +1.5% | +1.4% | +2.9% |
| 30D | -3.6% | +14.8% | -18.5% | -3.6% |
| 3M | +8.2% | +16.3% | -8.0% | +8.2% |
| 6M | +14.0% | +66.2% | -52.2% | +14.7% |
| YTD | +44.6% | +16.2% | +28.4% | +42.6% |
| 1Y | +47.8% | +21.8% | +25.9% | +46.4% |
| All | +47.8% | +25.7% | +22.1% | +46.4% |
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