+251.6%
XOM vs P
+276.9%
-25.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.7% |
| 7D | +1.8% | +6.5% | -4.8% | +1.6% |
| 30D | +5.9% | +18.8% | -13.0% | +5.2% |
| 3M | +5.6% | +26.7% | -21.2% | +4.6% |
| 6M | +7.9% | +62.2% | -54.3% | +5.8% |
| YTD | +35.2% | +48.5% | -13.3% | +32.8% |
| 1Y | +46.0% | +26.4% | +19.6% | +43.5% |
| 3Y | +55.0% | +159.4% | -104.4% | +40.8% |
| All | +251.6% | +276.9% | -25.4% | +202.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling