+255.6%
XOM vs FOXA
+91.4%
+164.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | +1.9% | -3.7% | +5.6% | +2.6% |
| 30D | +4.1% | +5.4% | -1.3% | +2.8% |
| 3M | +10.4% | -3.7% | +14.1% | +10.8% |
| 6M | +13.0% | +12.6% | +0.5% | +9.2% |
| YTD | +40.1% | -10.0% | +50.0% | +42.4% |
| 1Y | +51.1% | +15.0% | +36.1% | +43.9% |
| 3Y | +57.7% | +115.1% | -57.4% | +25.3% |
| All | +255.6% | +91.4% | +164.1% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling