+78.7%
XOM vs PL
+540.6%
-461.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +1.9% |
| 7D | +2.7% | +22.3% | -19.5% | +2.5% |
| 30D | -2.5% | -8.3% | +5.8% | -2.5% |
| 3M | +7.0% | -43.3% | +50.2% | +7.4% |
| 6M | +14.2% | -65.8% | +80.0% | +15.3% |
| YTD | +43.9% | -29.5% | +73.4% | +42.4% |
| 1Y | +47.9% | +11.7% | +36.2% | +44.4% |
| All | +78.7% | +540.6% | -461.8% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling