+681.4%
NFLX vs XOM
+194.6%
+486.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.7% |
| 7D | -1.1% | +4.1% | -5.2% | -1.8% |
| 30D | +4.3% | +4.6% | -0.3% | +3.4% |
| 3M | -4.8% | +14.0% | -18.7% | -7.1% |
| 6M | -18.4% | +11.0% | -29.4% | -20.2% |
| YTD | -17.4% | +40.7% | -58.2% | -22.8% |
| 1Y | -35.7% | +52.3% | -88.0% | -40.8% |
| 3Y | +73.8% | +60.5% | +13.3% | +56.9% |
| 5Y | +29.3% | +266.4% | -237.1% | -1.0% |
| All | +681.4% | +194.6% | +486.8% | +591.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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