+51.1%
XOM vs Z
-64.6%
+115.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.3% |
| 7D | +1.9% | -11.6% | +13.4% | +0.7% |
| 30D | +4.1% | -8.5% | +12.5% | +3.3% |
| 3M | +10.4% | -7.9% | +18.3% | +10.1% |
| 6M | +13.0% | -29.1% | +42.1% | +10.6% |
| YTD | +40.1% | -54.2% | +94.2% | +35.6% |
| 1Y | +51.1% | -63.5% | +114.7% | +49.7% |
| All | +51.1% | -64.6% | +115.7% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling