+264.7%
XOM vs JCI
+105.2%
+159.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +4.1% | -7.7% | +11.8% | +5.4% |
| 3M | +10.4% | +2.8% | +7.7% | +9.6% |
| 6M | +13.0% | +7.2% | +5.8% | +10.8% |
| YTD | +40.1% | +20.0% | +20.1% | +34.0% |
| 1Y | +51.1% | +33.3% | +17.9% | +41.0% |
| 3Y | +57.7% | +161.3% | -103.6% | +23.9% |
| 5Y | +264.7% | +108.8% | +156.0% | +192.9% |
| All | +264.7% | +105.2% | +159.5% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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