+261.8%
XOM vs T
+63.3%
+198.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.6% |
| 7D | 0.0% | -3.1% | +3.1% | +0.7% |
| 30D | +3.4% | +4.6% | -1.1% | +2.4% |
| 3M | +11.0% | +12.2% | -1.2% | +8.1% |
| 6M | +10.6% | -6.5% | +17.1% | +11.8% |
| YTD | +39.2% | +4.9% | +34.3% | +37.2% |
| 1Y | +52.7% | -10.5% | +63.2% | +55.5% |
| 3Y | +56.8% | +104.6% | -47.8% | +31.5% |
| 5Y | +261.8% | +64.2% | +197.6% | +238.8% |
| All | +261.8% | +63.3% | +198.5% | +238.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling