+59.7%
XOM vs IT
-51.9%
+111.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +1.9% | -12.7% | +14.6% | +2.4% |
| 30D | +4.1% | -8.9% | +13.0% | +4.4% |
| 3M | +10.4% | +10.1% | +0.3% | +9.6% |
| 6M | +13.0% | +7.3% | +5.8% | +12.1% |
| YTD | +40.1% | -32.4% | +72.4% | +41.5% |
| 1Y | +51.1% | -26.6% | +77.8% | +51.6% |
| All | +59.7% | -51.9% | +111.6% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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