+248.3%
XOM vs RF
+89.8%
+158.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.8% | +1.3% | +0.4% | +1.4% |
| 30D | +5.9% | -3.6% | +9.5% | +6.8% |
| 3M | +5.6% | +8.1% | -2.5% | +3.1% |
| 6M | +7.9% | +11.5% | -3.6% | +4.1% |
| YTD | +35.2% | +15.6% | +19.6% | +28.7% |
| 1Y | +46.0% | +15.7% | +30.3% | +38.7% |
| 3Y | +55.0% | +86.9% | -31.9% | +24.2% |
| All | +248.3% | +89.8% | +158.5% | +143.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling