+50.5%
XOM vs FIX
+132.0%
-81.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.9% |
| 7D | -2.4% | +6.1% | -8.4% | -1.9% |
| 30D | +5.7% | -2.7% | +8.3% | +5.5% |
| 3M | +6.6% | -10.9% | +17.5% | +6.1% |
| 6M | +7.7% | +29.0% | -21.3% | +10.1% |
| YTD | +36.2% | +76.9% | -40.7% | +40.6% |
| 1Y | +50.5% | +130.7% | -80.3% | +58.7% |
| All | +50.5% | +132.0% | -81.5% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling