+4,261.5%
XOM vs RF
+1,537.4%
+2,724.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.8% | +1.3% | +0.4% | +1.5% |
| 30D | +5.9% | -3.6% | +9.5% | +6.6% |
| 3M | +5.6% | +8.1% | -2.5% | +3.7% |
| 6M | +7.9% | +11.5% | -3.6% | +5.0% |
| YTD | +35.2% | +15.6% | +19.6% | +30.4% |
| 1Y | +46.0% | +15.7% | +30.3% | +40.6% |
| 3Y | +55.0% | +86.9% | -31.9% | +33.4% |
| 5Y | +246.3% | +89.8% | +156.5% | +193.4% |
| 10Y | +181.0% | +344.7% | -163.7% | +101.2% |
| All | +4,261.5% | +1,537.4% | +2,724.1% | +2,468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling