+264.7%
XOM vs JPM
+149.5%
+115.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | -2.3% | +4.2% | +2.6% |
| 30D | +4.1% | -2.3% | +6.4% | +4.8% |
| 3M | +10.4% | +14.9% | -4.5% | +5.6% |
| 6M | +13.0% | +23.6% | -10.6% | +5.1% |
| YTD | +40.1% | +11.3% | +28.8% | +34.6% |
| 1Y | +51.1% | +19.9% | +31.2% | +40.9% |
| 3Y | +57.7% | +162.6% | -104.9% | +5.7% |
| 5Y | +264.7% | +154.6% | +110.1% | +135.3% |
| All | +264.7% | +149.5% | +115.2% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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