+46.0%
XOM vs PL
+176.6%
-130.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | +1.8% | -9.3% | +11.1% | +1.6% |
| 30D | +5.9% | -18.9% | +24.8% | +5.5% |
| 3M | +5.6% | -58.4% | +63.9% | +4.6% |
| 6M | +7.9% | -30.3% | +38.2% | +7.0% |
| YTD | +35.2% | -8.1% | +43.3% | +33.9% |
| 1Y | +46.0% | +180.5% | -134.5% | +44.7% |
| All | +46.0% | +176.6% | -130.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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