+76.3%
XOM vs USAR
+74.5%
+1.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.8% |
| 7D | -2.4% | +2.3% | -4.7% | -2.3% |
| 30D | +5.7% | -8.6% | +14.3% | +5.6% |
| 3M | +6.6% | -20.5% | +27.0% | +6.4% |
| 6M | +7.7% | +1.2% | +6.5% | +7.9% |
| YTD | +36.2% | +48.4% | -12.2% | +36.9% |
| 1Y | +50.5% | +30.6% | +19.9% | +51.8% |
| 3Y | +53.4% | +73.6% | -20.3% | +52.6% |
| All | +76.3% | +74.5% | +1.8% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling