+46.0%
XOM vs FOXA
+9.1%
+36.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.5% |
| 7D | +1.8% | -4.0% | +5.7% | +2.0% |
| 30D | +5.9% | +12.0% | -6.1% | +5.1% |
| 3M | +5.6% | +0.3% | +5.3% | +5.9% |
| 6M | +7.9% | +12.5% | -4.6% | +8.3% |
| YTD | +35.2% | -9.6% | +44.8% | +34.4% |
| 1Y | +46.0% | +8.6% | +37.4% | +47.2% |
| All | +46.0% | +9.1% | +36.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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