+264.7%
XOM vs ROST
+107.5%
+157.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | -2.5% | +4.3% | +2.1% |
| 30D | +4.1% | -10.3% | +14.4% | +5.1% |
| 3M | +10.4% | -2.6% | +13.0% | +10.5% |
| 6M | +13.0% | +6.5% | +6.5% | +11.8% |
| YTD | +40.1% | +25.9% | +14.1% | +35.6% |
| 1Y | +51.1% | +52.3% | -1.2% | +42.6% |
| 3Y | +57.7% | +94.6% | -36.8% | +42.2% |
| 5Y | +264.7% | +111.1% | +153.6% | +242.2% |
| All | +264.7% | +107.5% | +157.2% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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