+261.8%
XOM vs S
-71.9%
+333.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | 0.0% | -1.2% | +1.3% | +0.1% |
| 30D | +3.4% | -12.6% | +16.0% | +3.6% |
| 3M | +11.0% | +27.6% | -16.6% | +10.4% |
| 6M | +10.6% | +35.5% | -24.9% | +9.9% |
| YTD | +39.2% | +29.6% | +9.6% | +38.3% |
| 1Y | +52.7% | +8.1% | +44.6% | +52.3% |
| 3Y | +56.8% | +14.8% | +42.0% | +54.5% |
| 5Y | +261.8% | -70.6% | +332.4% | +266.2% |
| All | +261.8% | -71.9% | +333.7% | +266.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling