+52.6%
XOM vs ROL
-34.1%
+86.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -4.6% |
| 7D | -7.0% | +14.6% | -21.6% | -7.2% |
| 30D | +3.2% | +29.3% | -26.1% | +2.4% |
| 3M | +10.7% | +2.0% | +8.7% | +10.8% |
| 6M | +11.6% | -28.5% | +40.1% | +15.8% |
| YTD | +43.5% | -35.3% | +78.8% | +54.9% |
| 1Y | +52.6% | -34.7% | +87.3% | +65.0% |
| All | +52.6% | -34.1% | +86.7% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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