+72.3%
XOM vs USB
+90.4%
-18.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | -9.8% | -1.5% | -8.3% | -9.6% |
| 30D | +0.5% | +4.3% | -3.8% | -0.3% |
| 3M | +9.7% | -6.1% | +15.8% | +10.9% |
| 6M | +8.1% | +9.4% | -1.3% | +5.8% |
| YTD | +40.1% | +15.2% | +24.9% | +34.7% |
| 1Y | +49.6% | +32.8% | +16.9% | +38.2% |
| All | +72.3% | +90.4% | -18.1% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling