+60.5%
XOM vs FRSH
-46.4%
+106.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +4.1% | -6.6% | +10.7% | +4.3% |
| 30D | +4.6% | +2.1% | +2.5% | +4.4% |
| 3M | +14.0% | +29.0% | -15.0% | +12.8% |
| 6M | +11.0% | +48.6% | -37.7% | +9.2% |
| YTD | +40.7% | -2.9% | +43.6% | +41.1% |
| 1Y | +52.3% | -7.9% | +60.2% | +53.1% |
| 3Y | +60.5% | -46.5% | +107.0% | +55.7% |
| All | +60.5% | -46.4% | +106.9% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling