+4,436.6%
XOM vs RF
+1,423.8%
+3,012.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -11.4% | -0.9% | -10.5% | -11.3% |
| 30D | +1.1% | +6.0% | -4.9% | -0.1% |
| 3M | +7.8% | -8.9% | +16.7% | +9.8% |
| 6M | +13.0% | +2.3% | +10.7% | +12.1% |
| YTD | +40.6% | +7.6% | +33.0% | +37.5% |
| 1Y | +49.1% | +21.2% | +27.9% | +42.1% |
| 3Y | +72.9% | +108.5% | -35.6% | +45.7% |
| 5Y | +204.0% | +43.2% | +160.8% | +172.4% |
| 10Y | +205.7% | +288.1% | -82.3% | +124.3% |
| All | +4,436.6% | +1,423.8% | +3,012.7% | +2,608.9% |
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 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