+191.6%
XOM vs RF
+340.3%
-148.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.9% | -1.6% | +3.5% | +2.5% |
| 30D | +4.1% | -4.3% | +8.3% | +5.8% |
| 3M | +10.4% | +5.9% | +4.6% | +7.4% |
| 6M | +13.0% | +14.1% | -1.1% | +5.9% |
| YTD | +40.1% | +13.8% | +26.3% | +30.8% |
| 1Y | +51.1% | +15.2% | +35.9% | +39.9% |
| 3Y | +57.7% | +90.6% | -32.9% | +12.8% |
| 5Y | +264.7% | +88.9% | +175.8% | +148.9% |
| All | +191.6% | +340.3% | -148.7% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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