+58.8%
XOM vs EMR
+60.1%
-1.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | +3.4% | -5.0% | +8.4% | +3.9% |
| 3M | +11.0% | +5.9% | +5.1% | +9.8% |
| 6M | +10.6% | +7.3% | +3.3% | +8.9% |
| YTD | +39.2% | +14.6% | +24.7% | +34.4% |
| 1Y | +52.7% | +15.6% | +37.1% | +46.6% |
| All | +58.8% | +60.1% | -1.3% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 3y: compounded portfolio wealth divided by compounded EMR 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…
3y analysis · Full analysis span regression · 6 months rolling