+211.6%
XOM vs FDS
-23.2%
+234.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.8% | +1.5% | +1.4% | +2.7% |
| 30D | -3.6% | +14.8% | -18.5% | -4.9% |
| 3M | +8.2% | +16.3% | -8.0% | +6.5% |
| 6M | +14.0% | +66.2% | -52.2% | +7.8% |
| YTD | +44.6% | +16.2% | +28.4% | +42.5% |
| 1Y | +47.8% | +21.8% | +25.9% | +44.3% |
| 3Y | +79.6% | -23.9% | +103.5% | +88.6% |
| All | +211.6% | -23.2% | +234.8% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling