+52.6%
XOM vs P
+19.7%
+32.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.0% | +0.4% | -4.8% |
| 7D | -7.0% | -19.4% | +12.4% | -7.7% |
| 30D | +3.2% | -22.3% | +25.5% | +2.4% |
| 3M | +10.7% | +33.2% | -22.5% | +12.1% |
| 6M | +11.6% | +53.6% | -42.0% | +14.4% |
| YTD | +43.5% | +66.8% | -23.3% | +48.5% |
| 1Y | +52.6% | +17.5% | +35.1% | +54.3% |
| All | +52.6% | +19.7% | +32.9% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling