+205.4%
XOM vs RF
+223.4%
-18.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | 0.0% |
| 7D | +2.8% | +1.9% | +0.9% | +2.0% |
| 30D | -3.6% | +7.3% | -11.0% | -6.5% |
| 3M | +8.2% | -7.9% | +16.2% | +11.6% |
| 6M | +14.0% | +10.5% | +3.5% | +8.5% |
| YTD | +44.6% | +9.6% | +35.0% | +36.8% |
| 1Y | +47.8% | +20.3% | +27.5% | +34.1% |
| 3Y | +79.6% | +119.5% | -40.0% | +20.3% |
| 5Y | +214.3% | +48.2% | +166.1% | +140.3% |
| All | +205.4% | +223.4% | -18.0% | +59.9% |
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