+984.3%
XOM vs RSG
+1,999.8%
-1,015.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +1.9% | -1.8% | +3.7% | +2.3% |
| 30D | +4.1% | +2.8% | +1.3% | +3.3% |
| 3M | +10.4% | +4.3% | +6.1% | +9.1% |
| 6M | +13.0% | -0.5% | +13.6% | +13.0% |
| YTD | +40.1% | +5.2% | +34.8% | +38.0% |
| 1Y | +51.1% | -2.1% | +53.3% | +51.5% |
| 3Y | +57.7% | +56.5% | +1.2% | +39.2% |
| 5Y | +264.7% | +89.5% | +175.2% | +203.9% |
| 10Y | +193.1% | +424.8% | -231.7% | +93.1% |
| All | +984.3% | +1,999.8% | -1,015.4% | +465.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling