+205.8%
XOM vs S
-56.8%
+262.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +1.8% | -7.7% | +9.5% | +1.9% |
| 30D | +5.9% | -5.3% | +11.2% | +5.9% |
| 3M | +5.6% | +20.3% | -14.7% | +5.2% |
| 6M | +7.9% | +47.4% | -39.5% | +7.0% |
| YTD | +35.2% | +32.5% | +2.6% | +34.4% |
| 1Y | +46.0% | +9.5% | +36.5% | +45.6% |
| 3Y | +55.0% | +15.5% | +39.5% | +53.1% |
| 5Y | +246.3% | -71.2% | +317.5% | +244.8% |
| All | +205.8% | -56.8% | +262.6% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling