+4,391.7%
XOM vs ROST
+68,667.5%
-64,275.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.5% |
| 7D | 0.0% | -2.2% | +2.3% | +0.4% |
| 30D | +3.4% | -11.4% | +14.9% | +5.2% |
| 3M | +11.0% | -1.6% | +12.6% | +11.1% |
| 6M | +10.6% | +6.8% | +3.8% | +9.1% |
| YTD | +39.2% | +25.8% | +13.4% | +34.0% |
| 1Y | +52.7% | +52.4% | +0.3% | +42.9% |
| 3Y | +56.8% | +94.4% | -37.6% | +40.5% |
| 5Y | +261.8% | +108.2% | +153.6% | +216.1% |
| 10Y | +191.3% | +308.5% | -117.2% | +132.6% |
| All | +4,391.7% | +68,667.5% | -64,275.8% | +2,491.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling