+177.3%
XOM vs USB
+107.5%
+69.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +1.8% | +1.4% | +0.3% | +1.0% |
| 30D | +5.9% | -1.3% | +7.2% | +6.3% |
| 3M | +5.6% | +15.2% | -9.7% | -1.4% |
| 6M | +7.9% | +18.8% | -11.0% | -1.4% |
| YTD | +35.2% | +21.0% | +14.2% | +21.9% |
| 1Y | +46.0% | +34.0% | +12.0% | +25.0% |
| 3Y | +55.0% | +95.3% | -40.3% | +5.7% |
| 5Y | +246.3% | +40.4% | +205.9% | +170.2% |
| All | +177.3% | +107.5% | +69.8% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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