+4,261.5%
XOM vs ROL
+9,030.3%
-4,768.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +1.8% | -1.4% | +3.2% | +2.1% |
| 30D | +5.9% | -4.1% | +9.9% | +6.8% |
| 3M | +5.6% | -22.5% | +28.1% | +11.6% |
| 6M | +7.9% | -37.7% | +45.5% | +19.7% |
| YTD | +35.2% | -39.6% | +74.7% | +50.9% |
| 1Y | +46.0% | -36.0% | +82.0% | +60.3% |
| 3Y | +55.0% | -5.1% | +60.2% | +52.9% |
| 5Y | +246.3% | -3.4% | +249.7% | +234.6% |
| 10Y | +181.0% | +215.2% | -34.3% | +95.7% |
| All | +4,261.5% | +9,030.3% | -4,768.7% | +1,561.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling