+1,894.0%
XOM vs FDS
+10,480.1%
-8,586.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +2.8% | +1.5% | +1.4% | +2.6% |
| 30D | -3.6% | +14.8% | -18.5% | -6.3% |
| 3M | +8.2% | +16.3% | -8.0% | +4.6% |
| 6M | +14.0% | +66.2% | -52.2% | +2.0% |
| YTD | +44.6% | +16.2% | +28.4% | +37.3% |
| 1Y | +47.8% | +21.8% | +25.9% | +38.7% |
| 3Y | +79.6% | -23.9% | +103.5% | +83.5% |
| 5Y | +214.3% | -23.1% | +237.4% | +217.0% |
| 10Y | +204.0% | +128.7% | +75.3% | +144.8% |
| All | +1,894.0% | +10,480.1% | -8,586.1% | +955.3% |
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