+195.8%
XOM vs INTU
-42.9%
+238.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -8.3% | -3.9% | -4.4% | -8.1% |
| 30D | -2.5% | +11.7% | -14.2% | -3.3% |
| 3M | +8.3% | +4.5% | +3.9% | +7.8% |
| 6M | +15.5% | -13.9% | +29.3% | +16.0% |
| YTD | +39.6% | -48.2% | +87.9% | +45.5% |
| 1Y | +44.6% | -47.1% | +91.7% | +50.3% |
| 3Y | +76.6% | -32.5% | +109.1% | +77.2% |
| 5Y | +195.8% | -42.6% | +238.3% | +185.3% |
| All | +195.8% | -42.9% | +238.6% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 5y: compounded portfolio wealth divided by compounded INTU 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…
5y analysis · Full analysis span regression · 6 months rolling