+51.8%
XOM vs FRMI
-78.6%
+130.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | +1.9% | +10.9% | -9.0% | +2.0% |
| 30D | +4.1% | -24.3% | +28.4% | +3.8% |
| 3M | +10.4% | -21.8% | +32.2% | +10.3% |
| 6M | +13.0% | -33.0% | +46.1% | +13.0% |
| YTD | +40.1% | -32.6% | +72.7% | +40.1% |
| All | +51.8% | -78.6% | +130.4% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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