+264.7%
XOM vs RUN
-81.3%
+346.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.7% |
| 7D | +1.9% | -3.4% | +5.2% | +1.9% |
| 30D | +4.1% | -14.0% | +18.0% | +4.4% |
| 3M | +10.4% | -27.5% | +37.9% | +11.2% |
| 6M | +13.0% | -29.0% | +42.0% | +13.5% |
| YTD | +40.1% | -53.1% | +93.2% | +42.0% |
| 1Y | +51.1% | -46.7% | +97.9% | +51.9% |
| 3Y | +57.7% | -38.3% | +96.0% | +48.8% |
| 5Y | +264.7% | -80.7% | +345.4% | +251.0% |
| All | +264.7% | -81.3% | +346.0% | +251.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling