+55.3%
XOM vs FDS
-30.3%
+85.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.0% |
| 7D | -2.4% | -5.4% | +3.0% | -2.1% |
| 30D | +5.7% | +1.6% | +4.1% | +5.5% |
| 3M | +6.6% | +17.7% | -11.2% | +5.4% |
| 6M | +7.7% | +29.1% | -21.4% | +5.7% |
| YTD | +36.2% | +1.0% | +35.2% | +36.7% |
| 1Y | +50.5% | -21.6% | +72.1% | +56.5% |
| All | +55.3% | -30.3% | +85.6% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling