+1,764.0%
XOM vs FDS
+9,502.8%
-7,738.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.0% |
| 7D | +1.8% | -1.9% | +3.7% | +2.1% |
| 30D | +5.9% | +9.0% | -3.2% | +4.0% |
| 3M | +5.6% | +18.9% | -13.3% | +1.4% |
| 6M | +7.9% | +35.1% | -27.3% | +0.4% |
| YTD | +35.2% | +5.5% | +29.7% | +31.3% |
| 1Y | +46.0% | -16.8% | +62.8% | +48.1% |
| 3Y | +55.0% | -28.1% | +83.1% | +60.7% |
| 5Y | +246.3% | -17.4% | +263.7% | +245.1% |
| 10Y | +181.0% | +85.4% | +95.5% | +136.0% |
| All | +1,764.0% | +9,502.8% | -7,738.8% | +909.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling