+191.2%
XOM vs REPL
+45.5%
+145.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.7% | -0.3% |
| 7D | -7.3% | +12.7% | -20.1% | -7.6% |
| 30D | -2.6% | +73.5% | -76.1% | -3.9% |
| 3M | +3.6% | +70.3% | -66.7% | +2.2% |
| 6M | +15.3% | +472.0% | -456.7% | +8.2% |
| YTD | +39.4% | +139.5% | -100.1% | +31.9% |
| 1Y | +43.2% | +167.3% | -124.1% | +34.9% |
| 3Y | +74.9% | +109.5% | -34.6% | +49.6% |
| 5Y | +201.3% | -29.9% | +231.2% | +174.3% |
| All | +191.2% | +45.5% | +145.7% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling