+211.6%
XOM vs EMR
+87.8%
+123.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +2.8% | +2.8% | 0.0% | +2.1% |
| 30D | -3.6% | +3.7% | -7.3% | -4.6% |
| 3M | +8.2% | +2.0% | +6.2% | +7.4% |
| 6M | +14.0% | +22.1% | -8.1% | +6.9% |
| YTD | +44.6% | +27.2% | +17.4% | +31.6% |
| 1Y | +47.8% | +32.0% | +15.7% | +32.5% |
| 3Y | +79.6% | +103.3% | -23.7% | +26.1% |
| All | +211.6% | +87.8% | +123.8% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling