+486.3%
XOM vs U
-29.6%
+515.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.8% | +0.4% |
| 7D | +2.8% | +2.6% | +0.3% | +2.8% |
| 30D | -3.6% | +27.6% | -31.2% | -3.9% |
| 3M | +8.2% | +15.3% | -7.1% | +8.1% |
| 6M | +14.0% | +96.4% | -82.3% | +12.9% |
| YTD | +44.6% | +19.6% | +25.0% | +44.2% |
| 1Y | +47.8% | +42.1% | +5.7% | +46.7% |
| 3Y | +79.6% | +87.5% | -8.0% | +74.4% |
| 5Y | +214.3% | -73.1% | +287.4% | +193.9% |
| All | +486.3% | -29.6% | +515.9% | +440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling