+189.8%
XOM vs FOXA
+92.4%
+97.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +4.1% | +0.8% | +3.3% | +3.8% |
| 30D | +4.6% | +5.0% | -0.5% | +2.6% |
| 3M | +14.0% | -3.0% | +17.0% | +13.9% |
| 6M | +11.0% | +14.8% | -3.8% | +4.0% |
| YTD | +40.7% | -8.9% | +49.6% | +42.9% |
| 1Y | +52.3% | +13.3% | +39.0% | +41.6% |
| 3Y | +60.5% | +115.4% | -54.9% | +12.8% |
| 5Y | +266.4% | +95.3% | +171.1% | +159.5% |
| All | +189.8% | +92.4% | +97.5% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling