+81.3%
XOM vs USAR
+58.5%
+22.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +0.5% |
| 7D | +1.9% | -9.3% | +11.2% | +1.7% |
| 30D | +4.1% | -15.2% | +19.2% | +3.8% |
| 3M | +10.4% | -21.1% | +31.5% | +10.2% |
| 6M | +13.0% | -21.6% | +34.6% | +13.0% |
| YTD | +40.1% | +34.8% | +5.3% | +40.6% |
| 1Y | +51.1% | +15.6% | +35.5% | +52.2% |
| 3Y | +57.7% | +57.7% | 0.0% | +56.7% |
| All | +81.3% | +58.5% | +22.8% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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