+264.7%
XOM vs USFR
+20.4%
+244.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | +0.1% | +1.8% | +2.0% |
| 30D | +4.1% | +0.3% | +3.7% | +4.5% |
| 3M | +10.4% | +1.0% | +9.5% | +11.8% |
| 6M | +13.0% | +1.9% | +11.1% | +16.4% |
| YTD | +40.1% | +2.7% | +37.4% | +46.5% |
| 1Y | +51.1% | +4.0% | +47.1% | +62.6% |
| 3Y | +57.7% | +14.1% | +43.7% | +120.0% |
| 5Y | +264.7% | +20.5% | +244.2% | +482.7% |
| All | +264.7% | +20.4% | +244.3% | +482.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling