+239.6%
XOM vs P
+469.1%
-229.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | 0.0% |
| 7D | -11.4% | -23.8% | +12.4% | -9.0% |
| 30D | +1.1% | -36.6% | +37.7% | +5.5% |
| 3M | +7.8% | +10.9% | -3.1% | +5.4% |
| 6M | +13.0% | +30.0% | -16.9% | +7.6% |
| YTD | +40.6% | +44.4% | -3.8% | +31.3% |
| 1Y | +49.1% | +3.9% | +45.1% | +43.5% |
| 3Y | +72.9% | +176.6% | -103.7% | +37.1% |
| 5Y | +204.0% | +249.3% | -45.3% | +124.5% |
| 10Y | +205.7% | +726.9% | -521.2% | +90.3% |
| All | +239.6% | +469.1% | -229.6% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling