+1,130.8%
XOM vs RL
+1,366.2%
-235.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.1% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | +5.9% | -7.8% | +13.6% | +7.6% |
| 3M | +5.6% | -4.0% | +9.6% | +6.0% |
| 6M | +7.9% | -1.9% | +9.7% | +6.7% |
| YTD | +35.2% | -0.2% | +35.3% | +32.9% |
| 1Y | +46.0% | +10.7% | +35.3% | +40.0% |
| 3Y | +55.0% | +210.8% | -155.7% | +15.0% |
| 5Y | +246.3% | +238.2% | +8.1% | +145.3% |
| 10Y | +181.0% | +313.4% | -132.4% | +82.4% |
| All | +1,130.8% | +1,366.2% | -235.3% | +485.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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