+60.5%
XOM vs RSG
+57.7%
+2.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +4.6% | +4.0% | +0.6% | +3.5% |
| 3M | +14.0% | +7.4% | +6.6% | +11.8% |
| 6M | +11.0% | +0.1% | +10.9% | +10.6% |
| YTD | +40.7% | +6.0% | +34.7% | +38.5% |
| 1Y | +52.3% | -3.0% | +55.3% | +52.6% |
| 3Y | +60.5% | +56.5% | +4.0% | +41.4% |
| All | +60.5% | +57.7% | +2.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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