+58.8%
XOM vs SPOT
+235.3%
-176.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.2% |
| 7D | 0.0% | -6.5% | +6.5% | +0.1% |
| 30D | +3.4% | +2.2% | +1.3% | +3.4% |
| 3M | +11.0% | +5.4% | +5.6% | +11.0% |
| 6M | +10.6% | -4.0% | +14.6% | +10.6% |
| YTD | +39.2% | -9.9% | +49.1% | +39.2% |
| 1Y | +52.7% | -27.3% | +80.0% | +52.7% |
| All | +58.8% | +235.3% | -176.5% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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