+205.4%
XOM vs P
+652.0%
-446.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | +2.8% | +11.6% | -8.8% | +1.6% |
| 30D | -3.6% | -23.7% | +20.0% | -1.1% |
| 3M | +8.2% | -8.0% | +16.2% | +8.2% |
| 6M | +14.0% | +27.9% | -13.9% | +8.6% |
| YTD | +44.6% | +61.2% | -16.6% | +32.7% |
| 1Y | +47.8% | +28.6% | +19.1% | +38.2% |
| 3Y | +79.6% | +200.5% | -120.9% | +38.0% |
| 5Y | +214.3% | +282.9% | -68.7% | +122.0% |
| All | +205.4% | +652.0% | -446.6% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling