+205.4%
XOM vs NDAQ
+471.8%
-266.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +2.8% | +1.3% | +1.6% | +2.4% |
| 30D | -3.6% | +18.0% | -21.6% | -8.9% |
| 3M | +8.2% | +11.5% | -3.3% | +4.0% |
| 6M | +14.0% | +21.1% | -7.0% | +6.0% |
| YTD | +44.6% | +12.8% | +31.8% | +36.5% |
| 1Y | +47.8% | +25.7% | +22.1% | +33.7% |
| 3Y | +79.6% | +116.8% | -37.2% | +27.5% |
| 5Y | +214.3% | +67.3% | +147.0% | +144.9% |
| All | +205.4% | +471.8% | -266.4% | +36.3% |
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