+58.8%
XOM vs S
+13.6%
+45.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | 0.0% | -1.2% | +1.3% | 0.0% |
| 30D | +3.4% | -12.6% | +16.0% | +3.3% |
| 3M | +11.0% | +27.6% | -16.6% | +11.3% |
| 6M | +10.6% | +35.5% | -24.9% | +11.2% |
| YTD | +39.2% | +29.6% | +9.6% | +39.9% |
| 1Y | +52.7% | +8.1% | +44.6% | +53.6% |
| All | +58.8% | +13.6% | +45.1% | +60.7% |
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