+231.1%
XOM vs SPOT
+269.3%
-38.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.3% |
| 7D | +2.8% | +1.6% | +1.3% | +2.7% |
| 30D | -3.6% | +16.9% | -20.5% | -4.8% |
| 3M | +8.2% | +23.0% | -14.7% | +6.4% |
| 6M | +14.0% | +42.2% | -28.1% | +10.7% |
| YTD | +44.6% | +5.5% | +39.1% | +43.1% |
| 1Y | +47.8% | -5.1% | +52.8% | +47.4% |
| 3Y | +79.6% | +257.9% | -178.3% | +56.4% |
| 5Y | +214.3% | +118.4% | +95.9% | +179.6% |
| All | +231.1% | +269.3% | -38.2% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling