+58.8%
XOM vs ROP
-18.8%
+77.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.6% | +2.4% |
| 7D | 0.0% | -6.1% | +6.2% | +0.7% |
| 30D | +3.4% | -3.4% | +6.8% | +3.8% |
| 3M | +11.0% | +16.7% | -5.7% | +8.7% |
| 6M | +10.6% | +8.1% | +2.6% | +9.2% |
| YTD | +39.2% | -11.7% | +50.9% | +41.1% |
| 1Y | +52.7% | -24.2% | +76.9% | +59.5% |
| All | +58.8% | -18.8% | +77.5% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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