+256.6%
XOM vs FRSH
-72.6%
+329.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +1.9% | -11.2% | +13.0% | +2.3% |
| 30D | +4.1% | -0.8% | +4.9% | +4.0% |
| 3M | +10.4% | +26.4% | -16.0% | +9.2% |
| 6M | +13.0% | +48.4% | -35.3% | +11.0% |
| YTD | +40.1% | -3.1% | +43.2% | +39.9% |
| 1Y | +51.1% | -8.7% | +59.8% | +51.3% |
| 3Y | +57.7% | -45.8% | +103.5% | +59.7% |
| All | +256.6% | -72.6% | +329.2% | +252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling