+263.1%
XOM vs PL
+46.6%
+216.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.5% | -15.2% | -1.0% |
| 7D | -8.3% | +10.9% | -19.2% | -8.6% |
| 30D | -2.5% | -16.4% | +13.9% | -2.2% |
| 3M | +8.3% | -39.9% | +48.3% | +9.5% |
| 6M | +15.5% | -63.2% | +78.7% | +17.8% |
| YTD | +39.6% | -27.1% | +66.8% | +38.2% |
| 1Y | +44.6% | +12.2% | +32.4% | +40.5% |
| 3Y | +76.6% | +584.3% | -507.7% | +52.5% |
| 5Y | +195.8% | +37.0% | +158.8% | +166.4% |
| All | +263.1% | +46.6% | +216.4% | +225.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling