+4,421.0%
XOM vs USB
+8,119.9%
-3,699.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -9.8% | -1.5% | -8.3% | -9.5% |
| 30D | +0.5% | +4.3% | -3.8% | -0.8% |
| 3M | +9.7% | -6.1% | +15.8% | +11.4% |
| 6M | +8.1% | +9.4% | -1.3% | +4.9% |
| YTD | +40.1% | +15.2% | +24.9% | +33.4% |
| 1Y | +49.6% | +32.8% | +16.9% | +36.7% |
| 3Y | +69.3% | +91.3% | -22.0% | +37.5% |
| 5Y | +202.9% | +22.7% | +180.3% | +172.4% |
| 10Y | +204.7% | +97.0% | +107.6% | +140.3% |
| All | +4,421.0% | +8,119.9% | -3,699.0% | +2,129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling