+51.1%
XOM vs T
-8.5%
+59.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | +1.9% | -2.4% | +4.3% | +2.3% |
| 30D | +4.1% | +4.3% | -0.2% | +3.2% |
| 3M | +10.4% | +11.6% | -1.1% | +7.4% |
| 6M | +13.0% | -5.6% | +18.6% | +13.9% |
| YTD | +40.1% | +6.6% | +33.5% | +38.2% |
| 1Y | +51.1% | -8.4% | +59.5% | +48.3% |
| All | +51.1% | -8.5% | +59.7% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 1y: compounded portfolio wealth divided by compounded T 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…
1y analysis · Full analysis span regression · 6 months rolling