+719.8%
XOM vs FLR
+609.6%
+110.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -2.4% | +0.7% | -3.0% | -2.5% |
| 30D | +5.7% | -0.7% | +6.3% | +5.5% |
| 3M | +6.6% | +14.3% | -7.8% | +1.5% |
| 6M | +7.7% | +25.6% | -17.9% | -1.1% |
| YTD | +36.2% | +42.9% | -6.7% | +20.4% |
| 1Y | +50.5% | +38.7% | +11.8% | +32.8% |
| 3Y | +53.4% | +61.8% | -8.4% | +22.1% |
| 5Y | +254.2% | +254.1% | +0.1% | +121.1% |
| 10Y | +177.9% | +20.0% | +157.9% | +93.4% |
| All | +719.8% | +609.6% | +110.2% | +246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling