+45.8%
XOM vs Q
+78.4%
-32.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +2.4% |
| 7D | 0.0% | +6.6% | -6.6% | +0.6% |
| 30D | +3.4% | -6.6% | +10.0% | +2.9% |
| 3M | +11.0% | -13.2% | +24.2% | +10.2% |
| 6M | +10.6% | +9.9% | +0.7% | +11.1% |
| YTD | +39.2% | +53.9% | -14.7% | +41.5% |
| All | +45.8% | +78.4% | -32.7% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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