+234.3%
XOM vs FIVE
+874.1%
-639.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -1.4% |
| 7D | -8.3% | +6.2% | -14.5% | -9.1% |
| 30D | -2.5% | +18.2% | -20.7% | -4.8% |
| 3M | +8.3% | +3.8% | +4.5% | +7.4% |
| 6M | +15.5% | +13.7% | +1.7% | +12.5% |
| YTD | +39.6% | +34.7% | +4.9% | +31.9% |
| 1Y | +44.6% | +66.6% | -22.0% | +32.2% |
| 3Y | +76.6% | +44.3% | +32.3% | +58.3% |
| 5Y | +195.8% | +18.8% | +177.0% | +167.0% |
| 10Y | +191.6% | +569.2% | -377.6% | +98.5% |
| All | +234.3% | +874.1% | -639.9% | +115.2% |
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