+4,391.7%
XOM vs JPM
+11,109.3%
-6,717.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | 0.0% | -0.4% | +0.5% | +0.1% |
| 30D | +3.4% | -1.4% | +4.9% | +3.8% |
| 3M | +11.0% | +13.9% | -2.9% | +7.2% |
| 6M | +10.6% | +23.5% | -12.9% | +4.3% |
| YTD | +39.2% | +11.6% | +27.6% | +34.5% |
| 1Y | +52.7% | +21.4% | +31.4% | +44.1% |
| 3Y | +56.8% | +163.4% | -106.7% | +20.4% |
| 5Y | +261.8% | +152.5% | +109.3% | +178.4% |
| 10Y | +191.3% | +592.1% | -400.8% | +79.6% |
| All | +4,391.7% | +11,109.3% | -6,717.6% | +1,687.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling