+191.6%
XOM vs NDAQ
+370.8%
-179.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.4% |
| 7D | +1.9% | -6.8% | +8.6% | +4.2% |
| 30D | +4.1% | -3.2% | +7.2% | +5.1% |
| 3M | +10.4% | +6.5% | +3.9% | +7.4% |
| 6M | +13.0% | +5.7% | +7.3% | +9.7% |
| YTD | +40.1% | -4.6% | +44.7% | +40.2% |
| 1Y | +51.1% | -1.6% | +52.7% | +49.0% |
| 3Y | +57.7% | +86.4% | -28.7% | +17.8% |
| 5Y | +264.7% | +50.3% | +214.4% | +191.7% |
| All | +191.6% | +370.8% | -179.3% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling