+722.5%
XOM vs VO
+827.2%
-104.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | +1.8% | -0.3% | +2.0% | +1.9% |
| 30D | +5.9% | -0.3% | +6.2% | +6.0% |
| 3M | +5.6% | +2.9% | +2.6% | +2.7% |
| 6M | +7.9% | +9.3% | -1.5% | -0.7% |
| YTD | +35.2% | +14.2% | +21.0% | +20.0% |
| 1Y | +46.0% | +15.3% | +30.7% | +28.4% |
| 3Y | +55.0% | +56.2% | -1.2% | +4.8% |
| 5Y | +246.3% | +42.4% | +203.9% | +146.8% |
| 10Y | +181.0% | +194.7% | -13.8% | +10.5% |
| All | +722.5% | +827.2% | -104.7% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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