+47.9%
XOM vs REPL
+142.3%
-94.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | +2.7% | +9.8% | -7.1% | +2.8% |
| 30D | -2.5% | +81.5% | -84.0% | -2.0% |
| 3M | +7.0% | +44.2% | -37.3% | +7.4% |
| 6M | +14.2% | +437.4% | -423.2% | +16.9% |
| YTD | +43.9% | +126.1% | -82.2% | +42.8% |
| 1Y | +47.9% | +143.1% | -95.2% | +48.9% |
| All | +47.9% | +142.3% | -94.4% | +48.9% |
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