+193.9%
XOM vs REPL
-19.2%
+213.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.5% |
| 7D | +4.1% | -14.1% | +18.2% | +4.4% |
| 30D | +4.6% | -15.2% | +19.8% | +4.9% |
| 3M | +14.0% | +49.9% | -35.9% | +11.7% |
| 6M | +11.0% | +63.5% | -52.6% | +6.0% |
| YTD | +40.7% | +32.9% | +7.8% | +35.1% |
| 1Y | +52.3% | +115.0% | -62.7% | +41.2% |
| 3Y | +60.5% | -34.7% | +95.2% | +45.3% |
| 5Y | +266.4% | -59.7% | +326.1% | +236.8% |
| All | +193.9% | -19.2% | +213.2% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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