+192.9%
XOM vs USFR
+28.1%
+164.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.1% | +0.1% | +3.9% | +4.1% |
| 30D | +4.6% | +0.4% | +4.2% | +4.5% |
| 3M | +14.0% | +1.0% | +12.9% | +13.9% |
| 6M | +11.0% | +2.0% | +9.0% | +10.9% |
| YTD | +40.7% | +2.8% | +37.9% | +40.7% |
| 1Y | +52.3% | +4.1% | +48.2% | +52.5% |
| 3Y | +60.5% | +14.1% | +46.3% | +62.6% |
| 5Y | +266.4% | +20.6% | +245.8% | +270.7% |
| All | +192.9% | +28.1% | +164.8% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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