+483.5%
XOM vs U
-33.1%
+516.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.8% |
| 7D | +2.7% | +2.8% | -0.1% | +2.7% |
| 30D | -2.5% | +7.6% | -10.1% | -2.5% |
| 3M | +7.0% | +12.7% | -5.7% | +6.8% |
| 6M | +14.2% | +87.0% | -72.7% | +13.1% |
| YTD | +43.9% | +13.6% | +30.3% | +43.6% |
| 1Y | +47.9% | +25.3% | +22.6% | +47.1% |
| 3Y | +80.6% | +85.8% | -5.2% | +75.4% |
| 5Y | +212.8% | -74.5% | +287.3% | +192.6% |
| All | +483.5% | -33.1% | +516.6% | +438.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling