+264.7%
XOM vs ON
+51.2%
+213.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.7% |
| 7D | +1.9% | -4.7% | +6.6% | +2.2% |
| 30D | +4.1% | -13.5% | +17.6% | +5.1% |
| 3M | +10.4% | -36.3% | +46.7% | +13.3% |
| 6M | +13.0% | +17.8% | -4.7% | +8.6% |
| YTD | +40.1% | +29.6% | +10.5% | +32.9% |
| 1Y | +51.1% | +45.8% | +5.3% | +41.0% |
| 3Y | +57.7% | -28.3% | +86.1% | +53.4% |
| 5Y | +264.7% | +49.6% | +215.1% | +213.6% |
| All | +264.7% | +51.2% | +213.5% | +213.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling