+3,022.2%
XOM vs O
+5,221.5%
-2,199.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +2.8% | -0.4% | +3.2% | +3.0% |
| 30D | -3.6% | +7.1% | -10.8% | -5.8% |
| 3M | +8.2% | -5.2% | +13.5% | +9.9% |
| 6M | +14.0% | -1.8% | +15.8% | +14.3% |
| YTD | +44.6% | +9.1% | +35.5% | +39.9% |
| 1Y | +47.8% | +9.7% | +38.1% | +42.7% |
| 3Y | +79.6% | +39.1% | +40.4% | +59.2% |
| 5Y | +214.3% | +8.4% | +205.9% | +199.2% |
| 10Y | +204.0% | +80.2% | +123.9% | +139.9% |
| All | +3,022.2% | +5,221.5% | -2,199.2% | +1,097.5% |
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