+4,294.1%
XOM vs EMR
+4,021.7%
+272.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -2.4% | +3.1% | -5.4% | -3.6% |
| 30D | +5.7% | -3.5% | +9.2% | +7.0% |
| 3M | +6.6% | +9.8% | -3.2% | +1.2% |
| 6M | +7.7% | +10.8% | -3.1% | +0.2% |
| YTD | +36.2% | +15.9% | +20.2% | +23.5% |
| 1Y | +50.5% | +16.4% | +34.1% | +35.3% |
| 3Y | +53.4% | +62.1% | -8.7% | +15.1% |
| 5Y | +254.2% | +62.9% | +191.3% | +162.4% |
| 10Y | +177.9% | +267.8% | -89.9% | +43.4% |
| All | +4,294.1% | +4,021.7% | +272.4% | +1,002.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling