+60.5%
XOM vs RUN
-39.0%
+99.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +4.1% | -3.7% | +7.8% | +4.1% |
| 30D | +4.6% | -13.0% | +17.6% | +4.7% |
| 3M | +14.0% | -31.8% | +45.8% | +14.4% |
| 6M | +11.0% | -32.2% | +43.2% | +11.2% |
| YTD | +40.7% | -53.5% | +94.2% | +41.7% |
| 1Y | +52.3% | -46.5% | +98.8% | +52.3% |
| 3Y | +60.5% | -37.6% | +98.1% | +54.3% |
| All | +60.5% | -39.0% | +99.4% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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