+79.6%
XOM vs ROL
+5.9%
+73.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.5% |
| 7D | +2.8% | +3.0% | -0.1% | +2.9% |
| 30D | -3.6% | +19.8% | -23.4% | -3.8% |
| 3M | +8.2% | +7.9% | +0.3% | +8.2% |
| 6M | +14.0% | -25.6% | +39.7% | +15.3% |
| YTD | +44.6% | -34.1% | +78.7% | +47.3% |
| 1Y | +47.8% | -31.4% | +79.2% | +50.4% |
| 3Y | +79.6% | +4.7% | +74.9% | +90.7% |
| All | +79.6% | +5.9% | +73.7% | +90.7% |
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