+4,391.7%
XOM vs EVRG
+2,060.4%
+2,331.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.6% |
| 7D | 0.0% | +0.6% | -0.5% | -0.2% |
| 30D | +3.4% | -0.2% | +3.7% | +3.5% |
| 3M | +11.0% | -0.5% | +11.5% | +11.1% |
| 6M | +10.6% | +0.2% | +10.4% | +10.2% |
| YTD | +39.2% | +14.9% | +24.3% | +32.1% |
| 1Y | +52.7% | +18.2% | +34.5% | +43.3% |
| 3Y | +56.8% | +70.2% | -13.4% | +28.3% |
| 5Y | +261.8% | +45.3% | +216.4% | +209.3% |
| 10Y | +191.3% | +112.4% | +78.9% | +111.8% |
| All | +4,391.7% | +2,060.4% | +2,331.3% | +1,589.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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