+235.1%
XOM vs RUN
-29.4%
+264.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.5% |
| 7D | -2.4% | +10.2% | -12.5% | -3.0% |
| 30D | +5.7% | -9.6% | +15.3% | +6.2% |
| 3M | +6.6% | -31.5% | +38.1% | +8.7% |
| 6M | +7.7% | -18.7% | +26.4% | +7.9% |
| YTD | +36.2% | -49.9% | +86.1% | +39.8% |
| 1Y | +50.5% | -45.5% | +96.0% | +52.4% |
| 3Y | +53.4% | -34.1% | +87.5% | +39.3% |
| 5Y | +254.2% | -79.4% | +333.6% | +240.1% |
| 10Y | +177.9% | +48.9% | +128.9% | +98.1% |
| All | +235.1% | -29.4% | +264.5% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling