+2,759.1%
XOM vs IT
+5,548.9%
-2,789.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | 0.0% | -9.1% | +9.2% | +1.4% |
| 30D | +3.4% | -12.2% | +15.6% | +5.2% |
| 3M | +11.0% | +7.8% | +3.2% | +8.7% |
| 6M | +10.6% | +2.0% | +8.6% | +8.8% |
| YTD | +39.2% | -32.7% | +71.9% | +44.5% |
| 1Y | +52.7% | -31.1% | +83.8% | +57.5% |
| 3Y | +56.8% | -52.1% | +108.9% | +67.9% |
| 5Y | +261.8% | -46.3% | +308.1% | +276.3% |
| 10Y | +191.3% | +91.4% | +100.0% | +148.7% |
| All | +2,759.1% | +5,548.9% | -2,789.8% | +1,699.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling