+261.8%
XOM vs ROP
-16.4%
+278.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.6% | +2.4% |
| 7D | 0.0% | -6.1% | +6.2% | +1.0% |
| 30D | +3.4% | -3.4% | +6.8% | +3.9% |
| 3M | +11.0% | +16.7% | -5.7% | +7.8% |
| 6M | +10.6% | +8.1% | +2.6% | +8.7% |
| YTD | +39.2% | -11.7% | +50.9% | +41.8% |
| 1Y | +52.7% | -24.2% | +76.9% | +60.7% |
| 3Y | +56.8% | -19.0% | +75.7% | +61.7% |
| 5Y | +261.8% | -15.9% | +277.6% | +260.8% |
| All | +261.8% | -16.4% | +278.2% | +260.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling