+50.5%
XOM vs RF
+15.4%
+35.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -2.4% | +2.7% | -5.0% | -2.2% |
| 30D | +5.7% | -3.4% | +9.0% | +5.5% |
| 3M | +6.6% | +6.4% | +0.2% | +6.8% |
| 6M | +7.7% | +13.4% | -5.7% | +8.4% |
| YTD | +36.2% | +14.2% | +21.9% | +36.3% |
| 1Y | +50.5% | +15.7% | +34.8% | +50.5% |
| All | +50.5% | +15.4% | +35.1% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling