+43.4%
XOM vs PL
+8.6%
+34.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.5% | -15.2% | -0.3% |
| 7D | -8.3% | +10.9% | -19.2% | -8.0% |
| 30D | -2.5% | -16.4% | +13.9% | -3.0% |
| 3M | +8.3% | -39.9% | +48.3% | +7.0% |
| 6M | +15.5% | -63.2% | +78.7% | +13.2% |
| YTD | +39.6% | -27.1% | +66.8% | +37.6% |
| All | +43.4% | +8.6% | +34.8% | +42.3% |
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 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