+79.6%
XOM vs ON
+7.1%
+72.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.6% |
| 7D | +2.8% | +12.2% | -9.4% | +2.4% |
| 30D | -3.6% | -3.1% | -0.5% | -3.6% |
| 3M | +8.2% | -12.9% | +21.1% | +8.6% |
| 6M | +14.0% | -38.6% | +52.6% | +15.7% |
| YTD | +44.6% | +31.2% | +13.4% | +37.5% |
| 1Y | +47.8% | +47.6% | +0.1% | +38.8% |
| 3Y | +79.6% | +6.6% | +73.0% | +64.3% |
| All | +79.6% | +7.1% | +72.5% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 3y: compounded portfolio wealth divided by compounded ON 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…
3y analysis · Full analysis span regression · 6 months rolling