+191.6%
XOM vs Z
-6.2%
+197.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.8% |
| 7D | +1.9% | -11.6% | +13.4% | +2.8% |
| 30D | +4.1% | -8.5% | +12.5% | +4.6% |
| 3M | +10.4% | -7.9% | +18.3% | +10.7% |
| 6M | +13.0% | -29.1% | +42.1% | +15.5% |
| YTD | +40.1% | -54.2% | +94.2% | +48.0% |
| 1Y | +51.1% | -63.5% | +114.7% | +62.7% |
| 3Y | +57.7% | -38.6% | +96.3% | +59.1% |
| 5Y | +264.7% | -66.0% | +330.7% | +277.7% |
| All | +191.6% | -6.2% | +197.8% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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