+223.6%
XOM vs FIVE
+868.1%
-644.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -2.4% |
| 7D | +1.8% | +4.3% | -2.5% | +1.1% |
| 30D | +5.9% | +12.5% | -6.7% | +3.9% |
| 3M | +5.6% | +31.2% | -25.7% | +1.3% |
| 6M | +7.9% | +14.4% | -6.5% | +4.8% |
| YTD | +35.2% | +33.9% | +1.3% | +28.1% |
| 1Y | +46.0% | +65.1% | -19.1% | +33.6% |
| 3Y | +55.0% | +49.0% | +6.1% | +38.4% |
| 5Y | +246.3% | +30.3% | +216.0% | +207.0% |
| 10Y | +181.0% | +481.1% | -300.1% | +94.1% |
| All | +223.6% | +868.1% | -644.5% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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