+75.5%
XOM vs S
+51.7%
+23.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.4% |
| 7D | -1.5% | +1.2% | -2.7% | -1.5% |
| 30D | -3.2% | -7.3% | +4.2% | -3.2% |
| 3M | +5.0% | +5.9% | -0.9% | +5.2% |
| 6M | +12.9% | +45.6% | -32.8% | +13.5% |
| YTD | +41.3% | +58.5% | -17.2% | +42.4% |
| 1Y | +43.2% | +37.6% | +5.6% | +44.5% |
| All | +75.5% | +51.7% | +23.8% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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