+51.1%
XOM vs ROL
-38.5%
+89.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +1.9% | -3.2% | +5.1% | +2.0% |
| 30D | +4.1% | -6.6% | +10.7% | +4.3% |
| 3M | +10.4% | -27.3% | +37.7% | +12.0% |
| 6M | +13.0% | -38.1% | +51.1% | +16.0% |
| YTD | +40.1% | -41.8% | +81.8% | +46.2% |
| 1Y | +51.1% | -37.8% | +88.9% | +59.3% |
| All | +51.1% | -38.5% | +89.6% | +59.3% |
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