+242.5%
XOM vs INDA
+109.8%
+132.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | 0.0% | -2.6% | +2.7% | +1.1% |
| 30D | +3.4% | -2.9% | +6.4% | +4.6% |
| 3M | +11.0% | +2.4% | +8.6% | +9.6% |
| 6M | +10.6% | -2.6% | +13.2% | +10.8% |
| YTD | +39.2% | -10.0% | +49.2% | +43.8% |
| 1Y | +52.7% | -7.7% | +60.4% | +56.0% |
| 3Y | +56.8% | +8.9% | +47.9% | +47.7% |
| 5Y | +261.8% | +6.0% | +255.8% | +242.3% |
| 10Y | +191.3% | +84.4% | +106.9% | +111.8% |
| All | +242.5% | +109.8% | +132.7% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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