+759.6%
XOM vs NDAQ
+2,327.9%
-1,568.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | +1.8% | -2.4% | +4.2% | +2.3% |
| 30D | +5.9% | +2.5% | +3.4% | +5.2% |
| 3M | +5.6% | +9.9% | -4.4% | +2.9% |
| 6M | +7.9% | +9.4% | -1.6% | +5.0% |
| YTD | +35.2% | +0.4% | +34.8% | +33.6% |
| 1Y | +46.0% | +4.0% | +42.0% | +42.9% |
| 3Y | +55.0% | +94.4% | -39.4% | +29.7% |
| 5Y | +246.3% | +56.7% | +189.6% | +201.3% |
| 10Y | +181.0% | +375.3% | -194.3% | +88.5% |
| All | +759.6% | +2,327.9% | -1,568.3% | +384.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling