+228.8%
XOM vs Z
+25.1%
+203.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.5% |
| 7D | +1.8% | -3.0% | +4.8% | +2.0% |
| 30D | +5.9% | -4.2% | +10.0% | +6.1% |
| 3M | +5.6% | -3.7% | +9.3% | +5.5% |
| 6M | +7.9% | -24.5% | +32.4% | +9.8% |
| YTD | +35.2% | -49.3% | +84.5% | +42.0% |
| 1Y | +46.0% | -58.7% | +104.7% | +55.9% |
| 3Y | +55.0% | -34.1% | +89.2% | +55.7% |
| 5Y | +246.3% | -64.5% | +310.9% | +258.6% |
| 10Y | +181.0% | -0.5% | +181.5% | +127.9% |
| All | +228.8% | +25.1% | +203.7% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling