+47.8%
XOM vs REPL
+144.6%
-96.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.8% | +1.2% | +1.6% | +2.9% |
| 30D | -3.6% | +92.2% | -95.8% | -3.1% |
| 3M | +8.2% | +44.1% | -35.9% | +8.7% |
| 6M | +14.0% | +313.0% | -299.0% | +16.5% |
| YTD | +44.6% | +125.2% | -80.6% | +43.5% |
| 1Y | +47.8% | +143.8% | -96.0% | +49.0% |
| All | +47.8% | +144.6% | -96.8% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling