+53.4%
XOM vs T
+105.3%
-51.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -2.4% | -1.5% | -0.8% | -2.1% |
| 30D | +5.7% | +7.6% | -1.9% | +4.2% |
| 3M | +6.6% | +15.3% | -8.7% | +3.6% |
| 6M | +7.7% | -8.5% | +16.1% | +9.0% |
| YTD | +36.2% | +6.8% | +29.4% | +34.2% |
| 1Y | +50.5% | -7.2% | +57.7% | +51.6% |
| 3Y | +53.4% | +108.2% | -54.9% | +35.9% |
| All | +53.4% | +105.3% | -51.9% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling