+209.5%
XOM vs SPOT
+227.0%
-17.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.5% |
| 7D | +1.8% | -0.9% | +2.7% | +1.8% |
| 30D | +5.9% | +12.5% | -6.6% | +4.9% |
| 3M | +5.6% | +9.9% | -4.3% | +4.7% |
| 6M | +7.9% | +1.6% | +6.3% | +7.3% |
| YTD | +35.2% | -6.6% | +41.8% | +35.1% |
| 1Y | +46.0% | -22.9% | +68.9% | +48.0% |
| 3Y | +55.0% | +244.3% | -189.2% | +35.1% |
| 5Y | +246.3% | +117.8% | +128.5% | +206.4% |
| All | +209.5% | +227.0% | -17.5% | +124.2% |
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