+53.4%
XOM vs IR
+8.4%
+45.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.9% |
| 7D | -2.4% | +0.6% | -3.0% | -2.4% |
| 30D | +5.7% | -13.6% | +19.3% | +7.4% |
| 3M | +6.6% | +3.7% | +2.9% | +5.5% |
| 6M | +7.7% | -13.1% | +20.7% | +9.6% |
| YTD | +36.2% | -5.1% | +41.3% | +35.6% |
| 1Y | +50.5% | -6.5% | +57.0% | +50.0% |
| 3Y | +53.4% | +8.5% | +44.9% | +45.6% |
| All | +53.4% | +8.4% | +45.0% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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