+200.7%
XOM vs PL
+20.8%
+180.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.0% | +0.1% |
| 7D | -11.4% | -6.8% | -4.6% | -11.3% |
| 30D | +1.1% | -29.3% | +30.4% | +1.8% |
| 3M | +7.8% | -44.8% | +52.6% | +9.2% |
| 6M | +13.0% | -68.4% | +81.4% | +15.7% |
| YTD | +40.6% | -36.4% | +77.0% | +39.7% |
| 1Y | +49.1% | +0.7% | +48.3% | +45.2% |
| 3Y | +72.9% | +455.3% | -382.4% | +50.6% |
| All | +200.7% | +20.8% | +180.0% | +174.4% |
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