+50.7%
XOM vs Q
+74.5%
-23.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +1.6% |
| 7D | +2.7% | +11.5% | -8.8% | +3.7% |
| 30D | -2.5% | -0.2% | -2.3% | -2.4% |
| 3M | +7.0% | -13.6% | +20.6% | +5.8% |
| 6M | +14.2% | -27.0% | +41.3% | +12.6% |
| YTD | +43.9% | +50.5% | -6.6% | +46.2% |
| 1Y | +47.9% | +33.8% | +14.1% | +51.5% |
| All | +50.7% | +74.5% | -23.8% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling