+58.8%
XOM vs ROL
-1.5%
+60.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | 0.0% | -3.3% | +3.3% | +0.1% |
| 30D | +3.4% | -7.2% | +10.7% | +3.7% |
| 3M | +11.0% | -27.0% | +38.0% | +12.2% |
| 6M | +10.6% | -39.5% | +50.1% | +12.7% |
| YTD | +39.2% | -41.8% | +81.0% | +42.4% |
| 1Y | +52.7% | -38.9% | +91.6% | +56.2% |
| All | +58.8% | -1.5% | +60.2% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling