+838.2%
XOM vs ON
+199.0%
+639.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | +1.8% | +2.4% | -0.7% | +1.5% |
| 30D | +5.9% | -3.3% | +9.1% | +6.1% |
| 3M | +5.6% | -43.6% | +49.1% | +11.3% |
| 6M | +7.9% | +19.0% | -11.1% | +3.4% |
| YTD | +35.2% | +37.4% | -2.2% | +27.2% |
| 1Y | +46.0% | +54.8% | -8.8% | +34.9% |
| 3Y | +55.0% | -25.2% | +80.2% | +51.0% |
| 5Y | +246.3% | +62.7% | +183.6% | +198.6% |
| 10Y | +181.0% | +574.3% | -393.4% | +100.5% |
| All | +838.2% | +199.0% | +639.2% | +452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling