+214.9%
XOM vs TRU
+226.0%
-11.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | 0.0% | -6.5% | +6.5% | +1.4% |
| 30D | +3.4% | -2.5% | +5.9% | +3.8% |
| 3M | +11.0% | +10.4% | +0.6% | +7.9% |
| 6M | +10.6% | +1.6% | +9.0% | +8.8% |
| YTD | +39.2% | -9.7% | +48.9% | +39.9% |
| 1Y | +52.7% | -17.3% | +70.0% | +56.1% |
| 3Y | +56.8% | -1.8% | +58.6% | +46.6% |
| 5Y | +261.8% | -36.2% | +298.0% | +281.9% |
| 10Y | +191.3% | +143.2% | +48.1% | +108.5% |
| All | +214.9% | +226.0% | -11.1% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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