+2,818.7%
XOM vs O
+5,387.7%
-2,569.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | +5.9% | -1.9% | +7.7% | +6.5% |
| 3M | +5.6% | +3.8% | +1.7% | +4.2% |
| 6M | +7.9% | -4.7% | +12.6% | +9.2% |
| YTD | +35.2% | +12.5% | +22.7% | +29.7% |
| 1Y | +46.0% | +10.8% | +35.2% | +40.6% |
| 3Y | +55.0% | +28.8% | +26.2% | +40.8% |
| 5Y | +246.3% | +13.2% | +233.1% | +225.3% |
| 10Y | +181.0% | +53.5% | +127.5% | +131.9% |
| All | +2,818.7% | +5,387.7% | -2,569.0% | +1,010.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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