+211.6%
XOM vs PL
+31.5%
+180.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +2.8% | +10.0% | -7.2% | +2.6% |
| 30D | -3.6% | -2.3% | -1.4% | -3.7% |
| 3M | +8.2% | -44.2% | +52.5% | +9.6% |
| 6M | +14.0% | -66.1% | +80.1% | +16.5% |
| YTD | +44.6% | -30.0% | +74.6% | +43.3% |
| 1Y | +47.8% | +21.0% | +26.7% | +43.2% |
| 3Y | +79.6% | +516.5% | -437.0% | +56.1% |
| All | +211.6% | +31.5% | +180.1% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling