+191.6%
XOM vs USB
+94.3%
+97.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.8% |
| 7D | -8.3% | +0.8% | -9.1% | -8.7% |
| 30D | -2.5% | +6.8% | -9.3% | -5.5% |
| 3M | +8.3% | -3.8% | +12.1% | +9.8% |
| 6M | +15.5% | +11.7% | +3.7% | +8.7% |
| YTD | +39.6% | +17.5% | +22.2% | +27.3% |
| 1Y | +44.6% | +33.8% | +10.8% | +23.7% |
| 3Y | +76.6% | +104.2% | -27.7% | +17.9% |
| 5Y | +195.8% | +26.4% | +169.4% | +144.8% |
| 10Y | +191.6% | +89.2% | +102.4% | +92.7% |
| All | +191.6% | +94.3% | +97.3% | +92.7% |
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