+60.5%
XOM vs ON
-23.2%
+83.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.5% | -8.0% | +0.1% |
| 7D | +4.1% | +2.4% | +1.7% | +4.0% |
| 30D | +4.6% | -8.6% | +13.2% | +4.9% |
| 3M | +14.0% | -34.3% | +48.3% | +15.5% |
| 6M | +11.0% | +28.5% | -17.6% | +7.0% |
| YTD | +40.7% | +40.6% | +0.1% | +34.5% |
| 1Y | +52.3% | +55.3% | -3.0% | +43.9% |
| 3Y | +60.5% | -22.2% | +82.6% | +48.1% |
| All | +60.5% | -23.2% | +83.7% | +48.1% |
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