+236.4%
XOM vs EQX
+232.0%
+4.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.4% |
| 7D | +4.1% | -3.2% | +7.3% | +4.3% |
| 30D | +4.6% | +7.8% | -3.2% | +4.0% |
| 3M | +14.0% | +21.3% | -7.4% | +12.4% |
| 6M | +11.0% | -22.4% | +33.4% | +12.0% |
| YTD | +40.7% | -11.3% | +52.0% | +40.2% |
| 1Y | +52.3% | +13.5% | +38.8% | +48.7% |
| 3Y | +60.5% | +162.1% | -101.7% | +43.1% |
| 5Y | +266.4% | +84.2% | +182.2% | +226.6% |
| All | +236.4% | +232.0% | +4.3% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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