+470.5%
XOM vs U
-41.4%
+511.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | +0.4% |
| 7D | +4.1% | +5.5% | -1.4% | +4.0% |
| 30D | +4.6% | -1.3% | +5.9% | +4.6% |
| 3M | +14.0% | +64.6% | -50.6% | +13.1% |
| 6M | +11.0% | +119.4% | -108.4% | +9.4% |
| YTD | +40.7% | -0.5% | +41.2% | +40.6% |
| 1Y | +52.3% | +1.3% | +51.0% | +51.9% |
| 3Y | +60.5% | +15.6% | +44.8% | +57.0% |
| 5Y | +266.4% | -67.5% | +333.9% | +247.7% |
| All | +470.5% | -41.4% | +511.9% | +427.2% |
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