+261.8%
XOM vs Z
-65.8%
+327.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | 0.0% | -7.1% | +7.1% | +0.3% |
| 30D | +3.4% | -4.8% | +8.2% | +3.6% |
| 3M | +11.0% | -9.3% | +20.3% | +11.3% |
| 6M | +10.6% | -29.0% | +39.6% | +12.0% |
| YTD | +39.2% | -52.9% | +92.1% | +43.8% |
| 1Y | +52.7% | -63.1% | +115.9% | +60.0% |
| 3Y | +56.8% | -36.9% | +93.6% | +57.8% |
| 5Y | +261.8% | -65.5% | +327.3% | +260.3% |
| All | +261.8% | -65.8% | +327.5% | +260.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling