+257.2%
XOM vs FLR
+238.1%
+19.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.3% |
| 7D | +4.1% | -3.5% | +7.6% | +4.6% |
| 30D | +4.6% | +4.2% | +0.4% | +3.8% |
| 3M | +14.0% | +8.1% | +5.9% | +11.6% |
| 6M | +11.0% | +21.5% | -10.6% | +5.3% |
| YTD | +40.7% | +36.8% | +3.9% | +29.9% |
| 1Y | +52.3% | +31.2% | +21.1% | +40.6% |
| 3Y | +60.5% | +53.9% | +6.6% | +30.9% |
| All | +257.2% | +238.1% | +19.1% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling