+186.7%
XOM vs FOXA
+86.3%
+100.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.9% |
| 7D | 0.0% | -5.4% | +5.5% | +1.9% |
| 30D | +3.4% | +1.1% | +2.3% | +2.8% |
| 3M | +11.0% | -6.1% | +17.1% | +12.2% |
| 6M | +10.6% | +8.2% | +2.4% | +5.8% |
| YTD | +39.2% | -11.8% | +51.0% | +42.9% |
| 1Y | +52.7% | +9.9% | +42.8% | +43.4% |
| 3Y | +56.8% | +110.7% | -54.0% | +10.9% |
| 5Y | +261.8% | +86.9% | +174.9% | +160.5% |
| All | +186.7% | +86.3% | +100.5% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling