+49.1%
XOM vs PL
-3.5%
+52.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.0% | +0.6% |
| 7D | -11.4% | -6.8% | -4.6% | -11.6% |
| 30D | +1.1% | -29.3% | +30.4% | +0.2% |
| 3M | +7.8% | -44.8% | +52.6% | +6.3% |
| 6M | +13.0% | -68.4% | +81.4% | +10.5% |
| YTD | +40.6% | -36.4% | +77.0% | +38.0% |
| 1Y | +49.1% | +0.7% | +48.3% | +47.5% |
| All | +49.1% | -3.5% | +52.6% | +47.5% |
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