+50.5%
XOM vs PL
+131.1%
-80.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +0.7% |
| 7D | -2.4% | -7.5% | +5.2% | -2.5% |
| 30D | +5.7% | -25.6% | +31.2% | +5.0% |
| 3M | +6.6% | -45.6% | +52.2% | +5.5% |
| 6M | +7.7% | -29.5% | +37.2% | +6.6% |
| YTD | +36.2% | -9.7% | +45.9% | +34.8% |
| 1Y | +50.5% | +84.4% | -33.9% | +57.8% |
| All | +50.5% | +131.1% | -80.7% | +57.8% |
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