+192.9%
XOM vs QSR
+135.2%
+57.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.3% |
| 7D | +4.1% | -4.0% | +8.1% | +5.4% |
| 30D | +4.6% | +2.8% | +1.8% | +3.6% |
| 3M | +14.0% | +5.1% | +8.9% | +11.7% |
| 6M | +11.0% | +8.8% | +2.2% | +7.1% |
| YTD | +40.7% | +14.8% | +25.9% | +33.1% |
| 1Y | +52.3% | +25.7% | +26.6% | +39.3% |
| 3Y | +60.5% | +27.5% | +32.9% | +43.1% |
| 5Y | +266.4% | +41.3% | +225.2% | +208.8% |
| All | +192.9% | +135.2% | +57.7% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling