+4,261.5%
XOM vs T
+1,918.9%
+2,342.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.3% | -1.0% |
| 7D | +1.8% | -1.3% | +3.0% | +2.2% |
| 30D | +5.9% | +11.4% | -5.5% | +1.8% |
| 3M | +5.6% | +14.3% | -8.7% | +0.2% |
| 6M | +7.9% | -9.3% | +17.1% | +11.1% |
| YTD | +35.2% | +7.1% | +28.1% | +30.8% |
| 1Y | +46.0% | -9.1% | +55.1% | +49.5% |
| 3Y | +55.0% | +105.3% | -50.3% | +15.2% |
| 5Y | +246.3% | +66.8% | +179.5% | +171.7% |
| 10Y | +181.0% | +66.8% | +114.2% | +120.1% |
| All | +4,261.5% | +1,918.9% | +2,342.6% | +1,444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling