+3,259.1%
XOM vs ROP
+25,523.2%
-22,264.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.9% |
| 7D | +1.8% | -4.4% | +6.2% | +2.8% |
| 30D | +5.9% | +3.2% | +2.6% | +5.0% |
| 3M | +5.6% | +23.1% | -17.5% | +0.4% |
| 6M | +7.9% | +13.3% | -5.4% | +4.4% |
| YTD | +35.2% | -7.9% | +43.0% | +36.4% |
| 1Y | +46.0% | -22.1% | +68.0% | +52.8% |
| 3Y | +55.0% | -16.8% | +71.8% | +58.9% |
| 5Y | +246.3% | -13.5% | +259.8% | +248.8% |
| 10Y | +181.0% | +137.7% | +43.3% | +128.5% |
| All | +3,259.1% | +25,523.2% | -22,264.1% | +1,717.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling